+225.1%
ECL vs CNH
+64.7%
+160.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -1.0% |
| 7D | -2.6% | +23.3% | -25.9% | -8.5% |
| 30D | -2.2% | +33.5% | -35.6% | -10.5% |
| 3M | +10.1% | +32.7% | -22.6% | +0.5% |
| 6M | -5.7% | +22.2% | -27.9% | -12.3% |
| YTD | +7.0% | +57.7% | -50.7% | -7.8% |
| 1Y | +2.7% | +28.0% | -25.3% | -6.2% |
| 3Y | +57.7% | +11.5% | +46.2% | +45.1% |
| 5Y | +31.1% | +11.9% | +19.3% | +17.5% |
| 10Y | +150.9% | +162.8% | -11.9% | +63.2% |
| All | +225.1% | +64.7% | +160.4% | +125.2% |
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