+11.4%
EFA vs CNH
+21.1%
-9.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.5% | 0.0% |
| 7D | +1.3% | +6.4% | -5.1% | +0.2% |
| 30D | +0.5% | -1.6% | +2.2% | +0.6% |
| 3M | -4.1% | +11.6% | -15.7% | -6.7% |
| 6M | +2.4% | +12.5% | -10.1% | -0.9% |
| YTD | +10.0% | +31.1% | -21.1% | +2.6% |
| 1Y | +11.4% | +17.0% | -5.6% | +6.5% |
| All | +11.4% | +21.1% | -9.7% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling