+266.6%
EW vs CNH
+107.0%
+159.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.9% |
| 7D | +4.9% | +6.4% | -1.5% | +3.4% |
| 30D | +24.1% | -1.6% | +25.7% | +24.2% |
| 3M | +13.7% | +11.6% | +2.1% | +10.0% |
| 6M | +32.7% | +12.5% | +20.2% | +27.2% |
| YTD | +24.1% | +31.1% | -7.0% | +13.8% |
| 1Y | +23.6% | +17.0% | +6.6% | +16.4% |
| 3Y | +64.8% | +28.7% | +36.0% | +46.0% |
| 5Y | -8.8% | -17.4% | +8.6% | -10.9% |
| All | +266.6% | +107.0% | +159.5% | +203.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling