+68.0%
CNH vs EME
+2,001.5%
-1,933.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.2% |
| 7D | +23.3% | +1.9% | +21.4% | +22.2% |
| 30D | +33.5% | -8.3% | +41.7% | +38.6% |
| 3M | +32.7% | -10.7% | +43.5% | +37.2% |
| 6M | +22.2% | +1.9% | +20.3% | +17.6% |
| YTD | +57.7% | +23.5% | +34.2% | +36.4% |
| 1Y | +28.0% | +18.0% | +10.0% | +10.7% |
| 3Y | +11.5% | +236.1% | -224.6% | -52.0% |
| 5Y | +11.9% | +527.9% | -516.0% | -68.4% |
| 10Y | +162.8% | +1,252.8% | -1,090.0% | -55.5% |
| All | +68.0% | +2,001.5% | -1,933.5% | -76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling