+17,377.4%
CAH vs ECL
+14,456.0%
+2,921.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.5% |
| 7D | +3.5% | +2.9% | +0.6% | +2.4% |
| 30D | +13.5% | +7.5% | +6.0% | +10.6% |
| 3M | +21.8% | +12.2% | +9.6% | +16.9% |
| 6M | +51.5% | +24.6% | +27.0% | +40.0% |
| YTD | +38.1% | +18.8% | +19.3% | +29.3% |
| 1Y | +37.7% | +19.3% | +18.4% | +28.7% |
| 3Y | +179.6% | +78.2% | +101.4% | +124.5% |
| 5Y | +504.9% | +38.8% | +466.1% | +419.2% |
| 10Y | +418.6% | +197.8% | +220.7% | +236.4% |
| All | +17,377.4% | +14,456.0% | +2,921.4% | +4,369.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling