-25.8%
TE vs CNH
+15.2%
-41.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.4% | -3.5% |
| 7D | +3.8% | +6.5% | -2.7% | +2.6% |
| 30D | -26.2% | -12.0% | -14.3% | -24.6% |
| 3M | -49.7% | +4.4% | -54.1% | -50.4% |
| 6M | -46.5% | +15.7% | -62.2% | -47.9% |
| YTD | -59.1% | +28.2% | -87.4% | -55.6% |
| 1Y | -25.8% | +14.8% | -40.6% | -23.4% |
| All | -25.8% | +15.2% | -41.0% | -23.4% |
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