+68.0%
CNH vs EL
+74.5%
-6.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.0% | +1.1% | +2.9% |
| 7D | +23.3% | +0.8% | +22.5% | +22.9% |
| 30D | +33.5% | +19.8% | +13.6% | +23.4% |
| 3M | +32.7% | +25.7% | +7.0% | +20.0% |
| 6M | +22.2% | +5.4% | +16.7% | +16.9% |
| YTD | +57.7% | +0.2% | +57.5% | +51.7% |
| 1Y | +28.0% | +20.4% | +7.5% | +12.6% |
| 3Y | +11.5% | -32.1% | +43.7% | +16.9% |
| 5Y | +11.9% | -67.2% | +79.0% | +65.9% |
| 10Y | +162.8% | +31.7% | +131.0% | +80.4% |
| All | +68.0% | +74.5% | -6.5% | -0.2% |
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