+140.6%
EXE vs CNH
+3.9%
+136.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.6% | -1.5% |
| 7D | -6.6% | -1.7% | -4.9% | -6.2% |
| 30D | -4.0% | -7.2% | +3.2% | -2.5% |
| 3M | -7.5% | +6.5% | -14.0% | -9.6% |
| 6M | -11.7% | +7.9% | -19.5% | -14.7% |
| YTD | -22.0% | +26.6% | -48.6% | -28.8% |
| 1Y | -21.8% | +13.8% | -35.6% | -26.6% |
| 3Y | +8.0% | +9.2% | -1.2% | -2.2% |
| 5Y | +62.3% | -15.6% | +77.9% | +54.4% |
| All | +140.6% | +3.9% | +136.7% | +118.0% |
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 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