+68.0%
CNH vs ET
+255.7%
-187.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.8% | +4.0% |
| 7D | +23.3% | +0.9% | +22.4% | +23.0% |
| 30D | +33.5% | +7.5% | +26.0% | +30.8% |
| 3M | +32.7% | +11.4% | +21.3% | +28.6% |
| 6M | +22.2% | +18.5% | +3.6% | +16.3% |
| YTD | +57.7% | +37.4% | +20.3% | +44.1% |
| 1Y | +28.0% | +30.9% | -3.0% | +18.3% |
| 3Y | +11.5% | +98.7% | -87.2% | -8.2% |
| 5Y | +11.9% | +230.7% | -218.8% | -19.2% |
| 10Y | +162.8% | +175.6% | -12.8% | +83.8% |
| All | +68.0% | +255.7% | -187.7% | +1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling