+157.1%
IEFA vs CNH
+64.7%
+92.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -1.1% |
| 7D | +0.6% | +23.3% | -22.7% | -5.7% |
| 30D | +1.0% | +33.5% | -32.4% | -7.8% |
| 3M | +4.7% | +32.7% | -28.0% | -4.8% |
| 6M | +8.6% | +22.2% | -13.6% | +0.6% |
| YTD | +14.8% | +57.7% | -42.9% | -2.0% |
| 1Y | +22.6% | +28.0% | -5.4% | +11.2% |
| 3Y | +67.0% | +11.5% | +55.5% | +53.2% |
| 5Y | +52.3% | +11.9% | +40.4% | +35.7% |
| 10Y | +147.3% | +162.8% | -15.4% | +56.2% |
| All | +157.1% | +64.7% | +92.4% | +75.6% |
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