+780.1%
EW vs CNH
+32.2%
+747.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.4% | +0.7% |
| 7D | +11.0% | -1.7% | +12.7% | +11.4% |
| 30D | +19.1% | -7.2% | +26.3% | +20.7% |
| 3M | +14.4% | +6.5% | +7.8% | +11.9% |
| 6M | +22.8% | +7.9% | +14.9% | +19.0% |
| YTD | +19.8% | +26.6% | -6.8% | +11.2% |
| 1Y | +23.9% | +13.8% | +10.1% | +17.6% |
| 3Y | +52.2% | +9.2% | +43.0% | +41.5% |
| 5Y | -13.9% | -15.6% | +1.7% | -16.5% |
| 10Y | +241.9% | +119.2% | +122.7% | +151.6% |
| All | +780.1% | +32.2% | +747.9% | +594.9% |
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