-76.7%
TE vs CNH
+51.1%
-127.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +10.9% | -13.9% | -7.6% |
| 7D | -10.5% | +8.6% | -19.1% | -13.8% |
| 30D | -32.4% | +12.6% | -45.0% | -36.0% |
| 3M | -60.9% | +17.5% | -78.4% | -64.2% |
| 6M | -62.8% | +18.1% | -80.9% | -65.9% |
| YTD | -65.7% | +40.4% | -106.1% | -71.7% |
| 1Y | -39.9% | +34.0% | -73.9% | -49.9% |
| 3Y | +10.6% | +35.3% | -24.7% | -3.9% |
| 5Y | -79.7% | -5.1% | -74.6% | -80.5% |
| All | -76.7% | +51.1% | -127.8% | -78.2% |
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