+502.6%
EWT vs CNH
+157.1%
+345.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.3% | -1.7% |
| 7D | -1.1% | -2.5% | +1.4% | -0.5% |
| 30D | +4.8% | +27.0% | -22.2% | -2.7% |
| 3M | +11.1% | +32.6% | -21.5% | +1.6% |
| 6M | +54.6% | +23.6% | +31.1% | +43.5% |
| YTD | +71.4% | +47.8% | +23.6% | +50.5% |
| 1Y | +82.1% | +21.3% | +60.8% | +68.9% |
| 3Y | +193.2% | +7.0% | +186.3% | +174.8% |
| 5Y | +146.1% | +10.2% | +135.9% | +122.6% |
| All | +502.6% | +157.1% | +345.5% | +311.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling