-17.4%
CNH vs EME
+414.8%
-432.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -4.0% |
| 7D | +6.4% | +11.3% | -4.9% | +3.0% |
| 30D | -1.6% | -14.6% | +12.9% | +2.9% |
| 3M | +11.6% | -20.4% | +32.0% | +18.9% |
| 6M | +12.5% | -28.3% | +40.8% | +23.8% |
| YTD | +31.1% | +8.6% | +22.5% | +23.6% |
| 1Y | +17.0% | +3.2% | +13.8% | +12.1% |
| 3Y | +28.7% | +216.8% | -188.0% | -35.7% |
| 5Y | -17.4% | +417.5% | -434.9% | -71.8% |
| All | -17.4% | +414.8% | -432.2% | -71.8% |
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 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