+19.1%
CNH vs EME
+3.0%
+16.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +3.0% | +8.4% | -5.3% | +1.4% |
| 30D | -0.6% | -11.5% | +10.9% | +1.1% |
| 3M | +14.6% | -20.6% | +35.3% | +18.9% |
| 6M | +11.8% | -28.5% | +40.2% | +23.7% |
| YTD | +30.4% | +8.0% | +22.4% | +30.6% |
| 1Y | +19.1% | +6.8% | +12.3% | +19.2% |
| All | +19.1% | +3.0% | +16.1% | +19.2% |
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