+25.6%
EQT vs CNH
+55.5%
-29.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.5% | +1.7% |
| 7D | -0.8% | +8.8% | -9.6% | -3.8% |
| 30D | +6.6% | +24.7% | -18.0% | -1.3% |
| 3M | +4.4% | +27.3% | -23.0% | -4.8% |
| 6M | -10.5% | +23.2% | -33.7% | -18.4% |
| YTD | +3.7% | +48.9% | -45.2% | -12.0% |
| 1Y | +9.9% | +19.4% | -9.5% | +0.2% |
| 3Y | +35.4% | +7.8% | +27.6% | +22.9% |
| 5Y | +189.2% | +8.7% | +180.5% | +156.5% |
| 10Y | +50.7% | +149.5% | -98.9% | -7.6% |
| All | +25.6% | +55.5% | -29.9% | -20.9% |
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