+287.5%
CAH vs ECL
+160.1%
+127.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.3% |
| 7D | -5.1% | -1.1% | -4.0% | -4.7% |
| 30D | +0.2% | -0.8% | +1.0% | +0.5% |
| 3M | +6.3% | +5.0% | +1.2% | +4.1% |
| 6M | +9.4% | +0.2% | +9.1% | +8.9% |
| YTD | +15.0% | +5.8% | +9.2% | +11.7% |
| 1Y | +55.4% | +1.5% | +53.9% | +53.2% |
| 3Y | +173.8% | +55.0% | +118.8% | +122.6% |
| 5Y | +395.2% | +29.3% | +365.9% | +330.6% |
| All | +287.5% | +160.1% | +127.4% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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