+165.6%
CNH vs ELF
+357.0%
-191.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.1% | +1.9% | +3.7% |
| 7D | +23.3% | +5.4% | +17.9% | +22.2% |
| 30D | +33.5% | +27.0% | +6.5% | +28.2% |
| 3M | +32.7% | +113.2% | -80.5% | +16.6% |
| 6M | +22.2% | +36.6% | -14.4% | +14.8% |
| YTD | +57.7% | +44.2% | +13.5% | +46.0% |
| 1Y | +28.0% | -18.0% | +46.0% | +27.7% |
| 3Y | +11.5% | -19.9% | +31.5% | +3.2% |
| 5Y | +11.9% | +257.7% | -245.8% | -26.9% |
| All | +165.6% | +357.0% | -191.3% | +48.6% |
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 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