+38.9%
CNH vs EME
+1,738.3%
-1,699.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +3.0% | +8.4% | -5.3% | -0.7% |
| 30D | -0.6% | -11.5% | +10.9% | +4.8% |
| 3M | +14.6% | -20.6% | +35.3% | +26.3% |
| 6M | +11.8% | -28.5% | +40.2% | +27.4% |
| YTD | +30.4% | +8.0% | +22.4% | +19.1% |
| 1Y | +19.1% | +6.8% | +12.3% | +9.0% |
| 3Y | +30.2% | +213.9% | -183.7% | -43.1% |
| 5Y | -17.8% | +414.8% | -432.6% | -74.4% |
| 10Y | +103.9% | +916.9% | -813.0% | -60.1% |
| All | +38.9% | +1,738.3% | -1,699.4% | -79.8% |
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