+13.2%
CNH vs EFV
+95.4%
-82.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.5% |
| 6M | +26.0% | +12.3% | +13.6% | +8.4% |
| YTD | +52.2% | +17.4% | +34.8% | +23.3% |
| 1Y | +23.9% | +27.1% | -3.3% | -9.8% |
| 3Y | +10.1% | +90.7% | -80.6% | -54.6% |
| 5Y | +13.2% | +95.6% | -82.5% | -54.5% |
| All | +13.2% | +95.4% | -82.2% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling