+68.0%
CNH vs EFX
+239.7%
-171.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.4% | +10.4% | +6.5% |
| 7D | +23.3% | -8.6% | +31.9% | +27.4% |
| 30D | +33.5% | +0.1% | +33.3% | +32.7% |
| 3M | +32.7% | +3.8% | +28.9% | +29.1% |
| 6M | +22.2% | -13.5% | +35.7% | +27.3% |
| YTD | +57.7% | -17.7% | +75.4% | +65.9% |
| 1Y | +28.0% | -25.6% | +53.6% | +39.7% |
| 3Y | +11.5% | -12.1% | +23.6% | +10.1% |
| 5Y | +11.9% | -33.8% | +45.7% | +21.3% |
| 10Y | +162.8% | +45.1% | +117.6% | +91.7% |
| All | +68.0% | +239.7% | -171.8% | -16.7% |
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