+113.2%
CNH vs ELF
+383.9%
-270.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.7% | -3.0% | +1.8% |
| 7D | -1.7% | +4.0% | -5.7% | -2.3% |
| 30D | -7.2% | +10.6% | -17.8% | -8.8% |
| 3M | +6.5% | +25.8% | -19.3% | +2.4% |
| 6M | +7.9% | +89.1% | -81.2% | -3.8% |
| YTD | +26.6% | +52.7% | -26.1% | +15.9% |
| 1Y | +13.8% | +51.7% | -38.0% | +4.1% |
| 3Y | +9.2% | +14.2% | -5.0% | -5.2% |
| 5Y | -15.6% | +270.7% | -286.3% | -45.2% |
| 10Y | +119.2% | +341.9% | -222.7% | +21.3% |
| All | +113.2% | +383.9% | -270.7% | +18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling