+49.5%
CNH vs EL
+90.1%
-40.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.8% | +8.1% | +9.8% |
| 7D | +8.6% | +8.0% | +0.5% | +5.3% |
| 30D | +12.6% | +15.4% | -2.9% | +6.1% |
| 3M | +17.5% | +28.5% | -11.0% | +5.2% |
| 6M | +18.1% | +32.2% | -14.1% | +3.5% |
| YTD | +40.4% | +9.2% | +31.2% | +30.0% |
| 1Y | +34.0% | +30.8% | +3.2% | +14.4% |
| 3Y | +35.3% | +3.7% | +31.6% | +17.1% |
| 5Y | -5.1% | -64.8% | +59.7% | +37.0% |
| 10Y | +124.0% | +60.0% | +64.0% | +39.2% |
| All | +49.5% | +90.1% | -40.6% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling