-45.4%
TE vs CNH
+12.3%
-57.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.2% | -4.4% |
| 7D | +15.0% | +1.8% | +13.2% | +12.9% |
| 30D | -7.5% | +32.6% | -40.2% | -25.8% |
| 3M | -42.0% | +29.4% | -71.4% | -52.8% |
| 6M | -31.4% | +26.0% | -57.4% | -44.0% |
| YTD | -26.5% | +52.2% | -78.7% | -49.5% |
| 1Y | +153.1% | +23.9% | +129.2% | +99.4% |
| 3Y | -20.7% | +10.1% | -30.8% | -31.4% |
| 5Y | -45.4% | +13.2% | -58.6% | -52.4% |
| All | -45.4% | +12.3% | -57.8% | -52.4% |
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 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