+13.2%
CNH vs EME
+544.7%
-531.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +3.0% |
| 7D | +1.8% | +2.7% | -0.9% | +0.9% |
| 30D | +32.6% | -6.8% | +39.4% | +35.2% |
| 3M | +29.4% | -8.8% | +38.3% | +32.1% |
| 6M | +26.0% | +5.0% | +21.0% | +22.0% |
| YTD | +52.2% | +23.5% | +28.7% | +38.5% |
| 1Y | +23.9% | +21.3% | +2.6% | +11.5% |
| 3Y | +10.1% | +241.1% | -230.9% | -44.4% |
| 5Y | +13.2% | +549.2% | -536.0% | -63.7% |
| All | +13.2% | +544.7% | -531.6% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling