+24.5%
EW vs CNH
+33.2%
-8.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.9% | -8.4% | +2.1% |
| 7D | +12.3% | +8.6% | +3.7% | +11.9% |
| 30D | +22.9% | +12.6% | +10.3% | +22.3% |
| 3M | +16.7% | +17.5% | -0.8% | +15.9% |
| 6M | +31.0% | +18.1% | +12.9% | +29.9% |
| YTD | +22.8% | +40.4% | -17.6% | +16.6% |
| All | +24.5% | +33.2% | -8.6% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling