+14.8%
CNH vs ET
+24.7%
-9.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | -0.2% |
| 7D | +6.5% | -6.0% | +12.5% | +6.4% |
| 30D | -12.0% | -6.1% | -5.9% | -11.9% |
| 3M | +4.4% | -2.7% | +7.0% | +4.6% |
| 6M | +15.7% | +0.2% | +15.5% | +16.0% |
| YTD | +28.2% | +24.3% | +3.9% | +29.6% |
| 1Y | +14.8% | +26.4% | -11.6% | +15.6% |
| All | +14.8% | +24.7% | -9.9% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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