+7.8%
CNH vs EFX
-12.5%
+20.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.1% | -2.5% | -4.6% |
| 7D | +8.8% | -7.8% | +16.6% | +11.4% |
| 30D | +24.7% | -5.7% | +30.4% | +26.5% |
| 3M | +27.3% | +2.5% | +24.8% | +25.2% |
| 6M | +23.2% | -16.7% | +39.8% | +29.4% |
| YTD | +48.9% | -20.2% | +69.1% | +57.8% |
| 1Y | +19.4% | -31.4% | +50.8% | +33.7% |
| 3Y | +7.8% | -10.5% | +18.3% | +5.6% |
| All | +7.8% | -12.5% | +20.2% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling