+15,232.8%
CAH vs ECL
+13,009.7%
+2,223.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +5.4% | -2.6% | +8.0% | +6.3% |
| 30D | +3.3% | -2.2% | +5.5% | +4.1% |
| 3M | +22.8% | +10.1% | +12.7% | +18.6% |
| 6M | +11.3% | -5.7% | +17.0% | +13.2% |
| YTD | +21.1% | +7.0% | +14.2% | +17.8% |
| 1Y | +67.2% | +2.7% | +64.6% | +64.6% |
| 3Y | +195.6% | +57.7% | +137.9% | +147.6% |
| 5Y | +413.8% | +31.1% | +382.7% | +349.7% |
| 10Y | +309.6% | +150.9% | +158.7% | +182.1% |
| All | +15,232.8% | +13,009.7% | +2,223.1% | +3,971.4% |
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 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