-17.6%
CNH vs ET
+215.7%
-233.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +3.0% | +2.5% | +0.5% | +1.8% |
| 30D | -0.6% | -2.5% | +1.9% | +0.4% |
| 3M | +14.6% | -4.9% | +19.5% | +17.2% |
| 6M | +11.8% | -0.1% | +11.8% | +11.1% |
| YTD | +30.4% | +26.2% | +4.2% | +13.9% |
| 1Y | +19.1% | +25.2% | -6.1% | +4.3% |
| 3Y | +30.2% | +84.2% | -54.0% | -11.6% |
| All | -17.6% | +215.7% | -233.3% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling