+28.0%
CNH vs EME
+19.7%
+8.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.7% |
| 7D | +23.3% | +1.9% | +21.4% | +22.9% |
| 30D | +33.5% | -8.3% | +41.7% | +35.5% |
| 3M | +32.7% | -10.7% | +43.5% | +37.3% |
| 6M | +22.2% | +1.9% | +20.3% | +22.0% |
| YTD | +57.7% | +23.5% | +34.2% | +53.2% |
| 1Y | +28.0% | +18.0% | +10.0% | +24.6% |
| All | +28.0% | +19.7% | +8.3% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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