+39.6%
CNH vs EFX
+258.4%
-218.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -3.8% |
| 7D | +6.4% | -3.6% | +10.0% | +7.9% |
| 30D | -1.6% | +25.3% | -26.9% | -10.4% |
| 3M | +11.6% | +3.8% | +7.8% | +8.8% |
| 6M | +12.5% | +12.7% | -0.2% | +5.1% |
| YTD | +31.1% | -13.1% | +44.2% | +34.2% |
| 1Y | +17.0% | -9.3% | +26.3% | +17.7% |
| 3Y | +28.7% | +3.5% | +25.2% | +18.3% |
| 5Y | -17.4% | -30.6% | +13.2% | -12.3% |
| 10Y | +105.0% | +80.2% | +24.8% | +32.8% |
| All | +39.6% | +258.4% | -218.8% | -32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling