+160.7%
CNH vs EFX
+38.5%
+122.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +3.0% |
| 7D | +1.8% | -9.4% | +11.2% | +5.4% |
| 30D | +32.6% | -6.9% | +39.5% | +35.6% |
| 3M | +29.4% | +0.1% | +29.3% | +27.9% |
| 6M | +26.0% | -17.3% | +43.3% | +33.2% |
| YTD | +52.2% | -21.8% | +74.0% | +62.9% |
| 1Y | +23.9% | -32.5% | +56.4% | +40.0% |
| 3Y | +10.1% | -12.3% | +22.5% | +9.1% |
| 5Y | +13.2% | -36.6% | +49.8% | +24.1% |
| 10Y | +160.7% | +41.0% | +119.6% | +105.4% |
| All | +160.7% | +38.5% | +122.1% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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