+156.4%
CNH vs ELF
+317.0%
-160.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.1% | +6.3% | +2.9% |
| 7D | +1.8% | -6.8% | +8.6% | +3.0% |
| 30D | +32.6% | +5.1% | +27.6% | +31.5% |
| 3M | +29.4% | +79.8% | -50.4% | +17.0% |
| 6M | +26.0% | +29.7% | -3.7% | +19.4% |
| YTD | +52.2% | +31.6% | +20.6% | +43.1% |
| 1Y | +23.9% | -27.9% | +51.8% | +26.2% |
| 3Y | +10.1% | -26.4% | +36.6% | +3.3% |
| 5Y | +13.2% | +235.6% | -222.5% | -25.4% |
| All | +156.4% | +317.0% | -160.6% | +45.6% |
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