+51.1%
IEFA vs CNH
+12.3%
+38.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.6% |
| 7D | -0.5% | +1.8% | -2.3% | -1.0% |
| 30D | -1.1% | +32.6% | -33.7% | -8.6% |
| 3M | +5.1% | +29.4% | -24.4% | -2.7% |
| 6M | +9.3% | +26.0% | -16.7% | +1.4% |
| YTD | +13.0% | +52.2% | -39.3% | -1.1% |
| 1Y | +19.2% | +23.9% | -4.7% | +10.4% |
| 3Y | +67.0% | +10.1% | +56.9% | +55.9% |
| 5Y | +51.1% | +13.2% | +37.9% | +33.5% |
| All | +51.1% | +12.3% | +38.8% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling