+28.0%
CNH vs ET
+31.4%
-3.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.8% | +4.1% |
| 7D | +23.3% | +0.9% | +22.4% | +23.3% |
| 30D | +33.5% | +7.5% | +26.0% | +33.9% |
| 3M | +32.7% | +11.4% | +21.3% | +33.5% |
| 6M | +22.2% | +18.5% | +3.6% | +21.8% |
| YTD | +57.7% | +37.4% | +20.3% | +56.9% |
| 1Y | +28.0% | +30.9% | -3.0% | +24.5% |
| All | +28.0% | +31.4% | -3.4% | +24.5% |
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