+12.8%
CNH vs EL
-29.8%
+42.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.0% | +1.1% | +3.3% |
| 7D | +23.3% | +0.8% | +22.5% | +23.0% |
| 30D | +33.5% | +19.8% | +13.6% | +27.0% |
| 3M | +32.7% | +25.7% | +7.0% | +24.6% |
| 6M | +22.2% | +5.4% | +16.7% | +19.1% |
| YTD | +57.7% | +0.2% | +57.5% | +54.3% |
| 1Y | +28.0% | +20.4% | +7.5% | +18.3% |
| All | +12.8% | -29.8% | +42.6% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling