+160.7%
CNH vs EL
+28.8%
+131.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.1% | +3.3% |
| 7D | +1.8% | -2.4% | +4.2% | +2.8% |
| 30D | +32.6% | +13.7% | +19.0% | +25.5% |
| 3M | +29.4% | +14.5% | +14.9% | +21.8% |
| 6M | +26.0% | +7.4% | +18.6% | +19.7% |
| YTD | +52.2% | -4.7% | +56.9% | +49.6% |
| 1Y | +23.9% | +12.9% | +10.9% | +12.3% |
| 3Y | +10.1% | -32.2% | +42.4% | +14.9% |
| 5Y | +13.2% | -68.4% | +81.5% | +69.7% |
| 10Y | +160.7% | +28.3% | +132.4% | +115.8% |
| All | +160.7% | +28.8% | +131.8% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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