+35.8%
EQT vs CNH
+6.3%
+29.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +0.9% |
| 7D | -1.2% | -2.5% | +1.3% | -1.0% |
| 30D | +1.1% | +27.0% | -25.9% | -1.7% |
| 3M | +4.8% | +32.6% | -27.8% | +1.2% |
| 6M | -10.6% | +23.6% | -34.2% | -13.2% |
| YTD | +3.4% | +47.8% | -44.4% | -2.6% |
| 1Y | +8.7% | +21.3% | -12.6% | +5.6% |
| All | +35.8% | +6.3% | +29.6% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling