+153.1%
TE vs CNH
+22.6%
+130.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.2% | -3.1% |
| 7D | +15.0% | +1.8% | +13.2% | +14.6% |
| 30D | -7.5% | +32.6% | -40.2% | -11.3% |
| 3M | -42.0% | +29.4% | -71.4% | -43.8% |
| 6M | -31.4% | +26.0% | -57.4% | -36.1% |
| YTD | -26.5% | +52.2% | -78.7% | -21.6% |
| 1Y | +153.1% | +23.9% | +129.2% | +154.6% |
| All | +153.1% | +22.6% | +130.5% | +154.6% |
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 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