+34.8%
CNH vs EL
+84.9%
-50.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.2% | +0.5% | +1.9% |
| 7D | -1.7% | +0.8% | -2.5% | -2.1% |
| 30D | -7.2% | +16.5% | -23.8% | -13.1% |
| 3M | +6.5% | +29.2% | -22.6% | -4.9% |
| 6M | +7.9% | +27.9% | -20.0% | -4.3% |
| YTD | +26.6% | +6.2% | +20.4% | +18.4% |
| 1Y | +13.8% | +27.2% | -13.4% | -1.9% |
| 3Y | +9.2% | +3.2% | +6.0% | -5.8% |
| 5Y | -15.6% | -66.0% | +50.4% | +23.6% |
| 10Y | +119.2% | +58.3% | +60.9% | +36.3% |
| All | +34.8% | +84.9% | -50.1% | -22.1% |
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