+38.9%
CNH vs ET
+226.8%
-187.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +3.0% | +2.5% | +0.5% | +2.3% |
| 30D | -0.6% | -2.5% | +1.9% | 0.0% |
| 3M | +14.6% | -4.9% | +19.5% | +16.1% |
| 6M | +11.8% | -0.1% | +11.8% | +11.5% |
| YTD | +30.4% | +26.2% | +4.2% | +21.8% |
| 1Y | +19.1% | +25.2% | -6.1% | +11.4% |
| 3Y | +30.2% | +84.2% | -54.0% | +9.3% |
| 5Y | -17.8% | +216.1% | -233.9% | -39.8% |
| 10Y | +103.9% | +160.7% | -56.7% | +45.7% |
| All | +38.9% | +226.8% | -187.8% | -13.9% |
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