+54.8%
EFA vs CNH
+7.1%
+47.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.0% | +0.9% |
| 7D | +1.2% | +8.8% | -7.6% | -1.2% |
| 30D | -0.7% | +24.7% | -25.4% | -6.7% |
| 3M | +6.4% | +27.3% | -20.9% | -1.1% |
| 6M | +11.4% | +23.2% | -11.8% | +3.9% |
| YTD | +14.0% | +48.9% | -34.9% | +0.5% |
| 1Y | +20.2% | +19.4% | +0.8% | +12.5% |
| 3Y | +68.2% | +7.8% | +60.4% | +58.0% |
| 5Y | +54.8% | +8.7% | +46.1% | +38.7% |
| All | +54.8% | +7.1% | +47.7% | +38.7% |
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