+150.1%
EXE vs CNH
+10.2%
+139.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.4% | +6.7% | +3.3% |
| 7D | -2.2% | +4.5% | -6.7% | -3.3% |
| 30D | -0.3% | +7.6% | -8.0% | -2.2% |
| 3M | -9.3% | +17.0% | -26.3% | -13.4% |
| 6M | -7.2% | +12.9% | -20.2% | -11.4% |
| YTD | -18.9% | +34.3% | -53.2% | -27.1% |
| 1Y | -21.7% | +28.5% | -50.2% | -28.8% |
| 3Y | +21.0% | +31.9% | -10.9% | +2.7% |
| 5Y | +76.0% | -9.6% | +85.6% | +64.3% |
| All | +150.1% | +10.2% | +139.9% | +123.3% |
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