+13.2%
CNH vs EFX
-36.4%
+49.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.9% |
| 7D | +1.8% | -9.4% | +11.2% | +5.1% |
| 30D | +32.6% | -6.9% | +39.5% | +35.4% |
| 3M | +29.4% | +0.1% | +29.3% | +28.0% |
| 6M | +26.0% | -17.3% | +43.3% | +33.0% |
| YTD | +52.2% | -21.8% | +74.0% | +62.6% |
| 1Y | +23.9% | -32.5% | +56.4% | +39.6% |
| 3Y | +10.1% | -12.3% | +22.5% | +8.8% |
| 5Y | +13.2% | -36.6% | +49.8% | +26.8% |
| All | +13.2% | -36.4% | +49.6% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling