+140.4%
EFA vs CNH
+157.1%
-16.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.0% | 0.0% |
| 7D | -2.4% | -2.5% | +0.1% | -1.7% |
| 30D | -2.2% | +27.0% | -29.2% | -9.5% |
| 3M | +5.7% | +32.6% | -26.9% | -4.0% |
| 6M | +8.2% | +23.6% | -15.4% | -0.3% |
| YTD | +11.8% | +47.8% | -36.1% | -2.9% |
| 1Y | +18.3% | +21.3% | -3.0% | +8.9% |
| 3Y | +64.9% | +7.0% | +58.0% | +53.0% |
| 5Y | +52.4% | +10.2% | +42.2% | +35.9% |
| All | +140.4% | +157.1% | -16.7% | +56.2% |
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