-14.6%
EW vs CNH
-14.7%
+0.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.4% | +0.9% |
| 7D | +11.0% | -1.7% | +12.7% | +11.2% |
| 30D | +19.1% | -7.2% | +26.3% | +20.2% |
| 3M | +14.4% | +6.5% | +7.8% | +12.6% |
| 6M | +22.8% | +7.9% | +14.9% | +20.1% |
| YTD | +19.8% | +26.6% | -6.8% | +13.2% |
| 1Y | +23.9% | +13.8% | +10.1% | +19.2% |
| 3Y | +52.2% | +9.2% | +43.0% | +43.8% |
| All | -14.6% | -14.7% | +0.1% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling