-79.7%
TE vs CNH
-14.7%
-65.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.8% | +1.7% |
| 7D | -12.6% | -1.7% | -10.9% | -11.3% |
| 30D | -36.7% | -7.2% | -29.5% | -33.5% |
| 3M | -57.5% | +6.5% | -64.0% | -60.5% |
| 6M | -55.2% | +7.9% | -63.1% | -58.6% |
| YTD | -64.7% | +26.6% | -91.3% | -72.7% |
| 1Y | -35.9% | +13.8% | -49.6% | -47.3% |
| 3Y | -31.8% | +9.2% | -41.0% | -41.4% |
| All | -79.7% | -14.7% | -65.0% | -79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling