+36.6%
ECL vs CNH
-16.3%
+52.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.0% | -0.1% |
| 7D | -0.5% | +6.4% | -6.9% | -2.1% |
| 30D | +6.6% | -1.6% | +8.2% | +6.7% |
| 3M | +9.6% | +11.6% | -1.9% | +5.5% |
| 6M | +21.6% | +12.5% | +9.1% | +16.1% |
| YTD | +16.9% | +31.1% | -14.2% | +7.0% |
| 1Y | +17.9% | +17.0% | +0.9% | +10.9% |
| 3Y | +76.5% | +28.7% | +47.8% | +53.9% |
| 5Y | +36.6% | -17.4% | +54.0% | +35.5% |
| All | +36.6% | -16.3% | +52.9% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling