+106.3%
CNH vs EL
+60.4%
+45.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.5% | -3.5% |
| 7D | +6.4% | +2.7% | +3.7% | +5.4% |
| 30D | -1.6% | +10.8% | -12.5% | -5.6% |
| 3M | +11.6% | +26.5% | -14.9% | +0.9% |
| 6M | +12.5% | +31.1% | -18.6% | -0.5% |
| YTD | +31.1% | +6.6% | +24.4% | +22.9% |
| 1Y | +17.0% | +21.8% | -4.8% | +3.4% |
| 3Y | +28.7% | +1.8% | +27.0% | +12.7% |
| 5Y | -17.4% | -65.6% | +48.2% | +20.5% |
| All | +106.3% | +60.4% | +45.9% | +60.0% |
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