+139.1%
EFA vs CNH
+36.9%
+102.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.5% | +0.6% |
| 7D | +1.3% | +6.4% | -5.1% | -0.8% |
| 30D | +0.5% | -1.6% | +2.2% | +0.7% |
| 3M | -4.1% | +11.6% | -15.7% | -8.4% |
| 6M | +2.4% | +12.5% | -10.1% | -3.1% |
| YTD | +10.0% | +31.1% | -21.1% | -1.5% |
| 1Y | +11.4% | +17.0% | -5.6% | +3.2% |
| 3Y | +65.4% | +28.7% | +36.6% | +43.4% |
| 5Y | +49.6% | -17.4% | +67.0% | +45.6% |
| 10Y | +144.8% | +105.0% | +39.8% | +65.0% |
| All | +139.1% | +36.9% | +102.2% | +70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling