+124.0%
CNH vs ELF
+354.8%
-230.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.8% | +8.1% | +10.4% |
| 7D | +8.6% | +7.8% | +0.7% | +7.3% |
| 30D | +12.6% | +9.3% | +3.3% | +10.9% |
| 3M | +17.5% | +21.2% | -3.7% | +13.6% |
| 6M | +18.1% | +96.1% | -78.0% | +4.7% |
| YTD | +40.4% | +57.0% | -16.6% | +28.0% |
| 1Y | +34.0% | +61.9% | -27.9% | +21.2% |
| 3Y | +35.3% | +20.0% | +15.3% | +16.3% |
| 5Y | -5.1% | +284.8% | -289.8% | -39.0% |
| 10Y | +124.0% | +364.2% | -240.2% | +21.5% |
| All | +124.0% | +354.8% | -230.8% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling