+146.5%
EFA vs CNH
+106.0%
+40.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +2.2% | +3.0% | -0.8% | +1.2% |
| 30D | +1.4% | -0.6% | +2.0% | +1.2% |
| 3M | -4.2% | +14.6% | -18.8% | -9.1% |
| 6M | +1.9% | +11.8% | -9.8% | -3.5% |
| YTD | +10.2% | +30.4% | -20.2% | -1.3% |
| 1Y | +12.8% | +19.1% | -6.3% | +3.8% |
| 3Y | +65.2% | +30.2% | +35.0% | +42.2% |
| 5Y | +49.8% | -17.8% | +67.7% | +46.0% |
| All | +146.5% | +106.0% | +40.5% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling