+2.7%
EXE vs CNH
+20.2%
-17.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.1% | +0.2% |
| 7D | -2.2% | -2.5% | +0.3% | -2.3% |
| 30D | -0.8% | +27.0% | -27.8% | -0.1% |
| 3M | +10.0% | +32.6% | -22.6% | +10.6% |
| 6M | -6.3% | +23.6% | -29.9% | -5.6% |
| YTD | -10.7% | +47.8% | -58.5% | -8.8% |
| 1Y | +2.7% | +21.3% | -18.6% | +4.0% |
| All | +2.7% | +20.2% | -17.5% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling