+196.5%
ECL vs CNH
+113.9%
+82.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | 0.0% |
| 7D | -2.3% | +6.7% | -8.9% | -4.3% |
| 30D | +8.3% | +7.2% | +1.1% | +5.7% |
| 3M | +8.4% | +17.5% | -9.0% | +1.9% |
| 6M | +23.3% | +15.0% | +8.3% | +15.8% |
| YTD | +18.2% | +36.8% | -18.6% | +4.6% |
| 1Y | +18.8% | +27.6% | -8.9% | +7.2% |
| 3Y | +78.5% | +34.3% | +44.2% | +51.0% |
| 5Y | +40.1% | -12.2% | +52.3% | +33.8% |
| 10Y | +196.5% | +113.9% | +82.6% | +100.0% |
| All | +196.5% | +113.9% | +82.6% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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