+68.0%
CNH vs EFV
+156.2%
-88.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.2% | +4.2% |
| 7D | +23.3% | +1.5% | +21.8% | +20.9% |
| 30D | +33.5% | +1.7% | +31.7% | +30.6% |
| 3M | +32.7% | +8.6% | +24.1% | +18.9% |
| 6M | +22.2% | +11.7% | +10.5% | +5.9% |
| YTD | +57.7% | +19.3% | +38.4% | +25.0% |
| 1Y | +28.0% | +30.2% | -2.2% | -9.8% |
| 3Y | +11.5% | +91.6% | -80.0% | -53.3% |
| 5Y | +11.9% | +96.4% | -84.5% | -53.8% |
| 10Y | +162.8% | +166.5% | -3.7% | -20.5% |
| All | +68.0% | +156.2% | -88.3% | -46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling