+23.9%
CNH vs EFX
-32.8%
+56.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.5% |
| 7D | +1.8% | -9.4% | +11.2% | +3.1% |
| 30D | +32.6% | -6.9% | +39.5% | +33.6% |
| 3M | +29.4% | +0.1% | +29.3% | +29.0% |
| 6M | +26.0% | -17.3% | +43.3% | +28.7% |
| YTD | +52.2% | -21.8% | +74.0% | +55.9% |
| 1Y | +23.9% | -32.5% | +56.4% | +25.2% |
| All | +23.9% | -32.8% | +56.6% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling