+19.4%
CNH vs ELF
-23.1%
+42.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.9% | -0.7% | -5.0% |
| 7D | +8.8% | -1.2% | +10.0% | +9.0% |
| 30D | +24.7% | +5.9% | +18.7% | +23.8% |
| 3M | +27.3% | +99.5% | -72.2% | +17.9% |
| 6M | +23.2% | +26.5% | -3.4% | +19.4% |
| YTD | +48.9% | +37.2% | +11.8% | +42.8% |
| 1Y | +19.4% | -24.4% | +43.8% | +19.0% |
| All | +19.4% | -23.1% | +42.5% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling