+159.9%
CNH vs EFV
+167.8%
-7.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +3.4% |
| 7D | +1.8% | -0.5% | +2.3% | +2.5% |
| 30D | +32.6% | 0.0% | +32.6% | +32.8% |
| 3M | +29.4% | +8.4% | +21.0% | +16.0% |
| 6M | +26.0% | +12.3% | +13.6% | +7.7% |
| YTD | +52.2% | +17.4% | +34.8% | +22.4% |
| 1Y | +23.9% | +27.1% | -3.3% | -10.8% |
| 3Y | +10.1% | +90.7% | -80.6% | -55.2% |
| 5Y | +13.2% | +95.6% | -82.5% | -54.7% |
| All | +159.9% | +167.8% | -7.9% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling