+179.6%
CAH vs ECL
+79.8%
+99.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.6% |
| 7D | +3.5% | +2.9% | +0.6% | +2.6% |
| 30D | +13.5% | +7.5% | +6.0% | +11.1% |
| 3M | +21.8% | +12.2% | +9.6% | +17.9% |
| 6M | +51.5% | +24.6% | +27.0% | +42.5% |
| YTD | +38.1% | +18.8% | +19.3% | +31.4% |
| 1Y | +37.7% | +19.3% | +18.4% | +30.9% |
| 3Y | +179.6% | +78.2% | +101.4% | +147.2% |
| All | +179.6% | +79.8% | +99.8% | +147.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling