+154.0%
CNH vs ET
+177.0%
-23.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.0% |
| 7D | -5.7% | +0.2% | -5.9% | -5.8% |
| 30D | +26.6% | +2.9% | +23.7% | +25.0% |
| 3M | +31.1% | +16.8% | +14.3% | +22.1% |
| 6M | +24.9% | +18.9% | +6.0% | +15.1% |
| YTD | +48.7% | +37.7% | +11.0% | +28.3% |
| 1Y | +22.2% | +32.4% | -10.2% | +7.1% |
| 3Y | +7.4% | +99.5% | -92.1% | -22.3% |
| 5Y | +10.8% | +244.0% | -233.1% | -37.0% |
| All | +154.0% | +177.0% | -23.0% | +45.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling