+402.2%
CAH vs ECL
+25.4%
+376.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.4% |
| 7D | -2.2% | -2.7% | +0.5% | -1.5% |
| 30D | +1.2% | -4.3% | +5.5% | +2.4% |
| 3M | +13.1% | +3.2% | +9.9% | +12.0% |
| 6M | +8.5% | -2.9% | +11.4% | +9.1% |
| YTD | +17.6% | +4.3% | +13.4% | +15.9% |
| 1Y | +60.7% | +1.6% | +59.0% | +59.3% |
| 3Y | +183.2% | +54.3% | +128.9% | +148.7% |
| 5Y | +402.2% | +26.5% | +375.7% | +373.5% |
| All | +402.2% | +25.4% | +376.8% | +373.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling