-50.0%
TE vs CNH
+63.8%
-113.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.2% | -3.9% |
| 7D | +15.0% | +1.8% | +13.2% | +13.7% |
| 30D | -7.5% | +32.6% | -40.2% | -19.5% |
| 3M | -42.0% | +29.4% | -71.4% | -48.9% |
| 6M | -31.4% | +26.0% | -57.4% | -39.4% |
| YTD | -26.5% | +52.2% | -78.7% | -41.1% |
| 1Y | +153.1% | +23.9% | +129.2% | +119.8% |
| 3Y | -20.7% | +10.1% | -30.8% | -27.0% |
| 5Y | -45.4% | +13.2% | -58.6% | -49.5% |
| All | -50.0% | +63.8% | -113.8% | -54.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling