+51.5%
EFA vs CNH
-9.2%
+60.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | +0.5% |
| 7D | +1.2% | +4.5% | -3.3% | 0.0% |
| 30D | +0.9% | +7.6% | -6.7% | -1.2% |
| 3M | -3.4% | +17.0% | -20.4% | -8.2% |
| 6M | +2.0% | +12.9% | -11.0% | -2.9% |
| YTD | +10.4% | +34.3% | -23.9% | -0.5% |
| 1Y | +13.3% | +28.5% | -15.3% | +3.1% |
| 3Y | +65.9% | +31.9% | +34.1% | +43.6% |
| 5Y | +51.5% | -9.6% | +61.1% | +42.5% |
| All | +51.5% | -9.2% | +60.7% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling