+18.3%
EW vs CNH
+9.6%
+8.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -0.1% |
| 7D | -0.3% | +23.3% | -23.6% | -1.8% |
| 30D | +1.0% | +33.5% | -32.4% | -1.1% |
| 3M | +2.8% | +32.7% | -29.9% | +0.5% |
| 6M | +5.5% | +22.2% | -16.7% | +3.7% |
| YTD | +5.5% | +57.7% | -52.2% | +1.1% |
| 1Y | +11.0% | +28.0% | -16.9% | +8.4% |
| All | +18.3% | +9.6% | +8.8% | +18.5% |
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