+28.0%
CNH vs WETO
-98.9%
+126.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -20.8% | +24.9% | +3.9% |
| 7D | +23.3% | -55.4% | +78.7% | +22.8% |
| 30D | +33.5% | -48.5% | +81.9% | +33.5% |
| 3M | +32.7% | -97.5% | +130.2% | +32.5% |
| 6M | +22.2% | -94.2% | +116.4% | +20.5% |
| YTD | +57.7% | -97.0% | +154.7% | +57.9% |
| 1Y | +28.0% | -98.9% | +126.9% | +31.4% |
| All | +28.0% | -98.9% | +126.9% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling