-14.9%
CNH vs ED
+80.7%
-95.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.4% | +5.1% | +3.2% |
| 7D | -1.7% | +1.6% | -3.3% | -2.1% |
| 30D | -7.2% | +13.3% | -20.5% | -9.6% |
| 3M | +6.5% | +9.7% | -3.2% | +4.5% |
| 6M | +7.9% | +12.8% | -4.9% | +5.1% |
| YTD | +26.6% | +22.3% | +4.3% | +21.0% |
| 1Y | +13.8% | +26.3% | -12.5% | +7.8% |
| 3Y | +9.2% | +45.0% | -35.8% | -3.3% |
| All | -14.9% | +80.7% | -95.5% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ED wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling