+13.1%
CNH vs EL
-67.1%
+80.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.0% | +1.1% | +3.1% |
| 7D | +23.3% | +0.8% | +22.5% | +23.0% |
| 30D | +33.5% | +19.8% | +13.6% | +25.6% |
| 3M | +32.7% | +25.7% | +7.0% | +22.8% |
| 6M | +22.2% | +5.4% | +16.7% | +18.3% |
| YTD | +57.7% | +0.2% | +57.5% | +53.4% |
| 1Y | +28.0% | +20.4% | +7.5% | +16.1% |
| 3Y | +11.5% | -32.1% | +43.7% | +15.8% |
| All | +13.1% | -67.1% | +80.2% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling