+34.8%
CNH vs ED
+248.4%
-213.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.4% | +5.1% | +3.3% |
| 7D | -1.7% | +1.6% | -3.3% | -2.1% |
| 30D | -7.2% | +13.3% | -20.5% | -9.9% |
| 3M | +6.5% | +9.7% | -3.2% | +4.1% |
| 6M | +7.9% | +12.8% | -4.9% | +4.6% |
| YTD | +26.6% | +22.3% | +4.3% | +20.3% |
| 1Y | +13.8% | +26.3% | -12.5% | +7.1% |
| 3Y | +9.2% | +45.0% | -35.8% | -2.0% |
| 5Y | -15.6% | +80.2% | -95.8% | -28.6% |
| 10Y | +119.2% | +129.9% | -10.7% | +77.9% |
| All | +34.8% | +248.4% | -213.5% | -8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling