+45.7%
CNH vs ED
+250.2%
-204.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +6.7% | -0.9% | +7.6% | +6.8% |
| 30D | +7.2% | +11.2% | -4.0% | +4.5% |
| 3M | +17.5% | +11.8% | +5.7% | +14.3% |
| 6M | +15.0% | +14.1% | +0.9% | +11.2% |
| YTD | +36.8% | +23.0% | +13.8% | +29.8% |
| 1Y | +27.6% | +23.7% | +4.0% | +20.8% |
| 3Y | +34.3% | +47.7% | -13.4% | +19.9% |
| 5Y | -12.2% | +82.6% | -94.8% | -26.0% |
| 10Y | +113.9% | +141.8% | -27.9% | +72.4% |
| All | +45.7% | +250.2% | -204.5% | -1.2% |
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