+154.0%
CNH vs EME
+1,362.1%
-1,208.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | -1.4% |
| 7D | -5.7% | +3.5% | -9.2% | -7.4% |
| 30D | +26.6% | -6.3% | +32.9% | +29.8% |
| 3M | +31.1% | -3.8% | +34.8% | +30.4% |
| 6M | +24.9% | +8.5% | +16.4% | +16.6% |
| YTD | +48.7% | +27.8% | +20.9% | +26.8% |
| 1Y | +22.2% | +22.2% | 0.0% | +4.2% |
| 3Y | +7.4% | +253.5% | -246.0% | -54.9% |
| 5Y | +10.8% | +578.6% | -567.8% | -70.2% |
| All | +154.0% | +1,362.1% | -1,208.2% | -56.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling