+30.2%
CNH vs ET
+84.2%
-54.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +3.0% | +2.5% | +0.5% | +2.1% |
| 30D | -0.6% | -2.5% | +1.9% | +0.1% |
| 3M | +14.6% | -4.9% | +19.5% | +16.5% |
| 6M | +11.8% | -0.1% | +11.8% | +11.3% |
| YTD | +30.4% | +26.2% | +4.2% | +17.0% |
| 1Y | +19.1% | +25.2% | -6.1% | +7.1% |
| 3Y | +30.2% | +84.2% | -54.0% | -10.1% |
| All | +30.2% | +84.2% | -54.0% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling