+674.7%
EW vs CNH
+64.7%
+610.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -0.7% |
| 7D | -0.3% | +23.3% | -23.6% | -4.8% |
| 30D | +1.0% | +33.5% | -32.4% | -5.3% |
| 3M | +2.8% | +32.7% | -29.9% | -3.9% |
| 6M | +5.5% | +22.2% | -16.7% | -0.2% |
| YTD | +5.5% | +57.7% | -52.2% | -6.1% |
| 1Y | +11.0% | +28.0% | -16.9% | +3.4% |
| 3Y | +17.7% | +11.5% | +6.2% | +10.2% |
| 5Y | -25.7% | +11.9% | -37.6% | -32.1% |
| 10Y | +132.8% | +162.8% | -30.0% | +65.5% |
| All | +674.7% | +64.7% | +610.0% | +486.6% |
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