+251.0%
ECL vs CNH
+32.2%
+218.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.4% | -2.5% |
| 7D | -0.8% | -1.7% | +0.9% | -0.3% |
| 30D | +8.1% | -7.2% | +15.3% | +10.2% |
| 3M | +6.4% | +6.5% | -0.2% | +3.3% |
| 6M | +14.8% | +7.9% | +6.9% | +10.4% |
| YTD | +15.5% | +26.6% | -11.1% | +5.5% |
| 1Y | +20.1% | +13.8% | +6.4% | +12.9% |
| 3Y | +77.8% | +9.2% | +68.6% | +62.7% |
| 5Y | +37.9% | -15.6% | +53.5% | +33.7% |
| 10Y | +202.7% | +119.2% | +83.5% | +107.1% |
| All | +251.0% | +32.2% | +218.8% | +157.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling