-35.6%
ELAN vs CNH
+44.1%
-79.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.1% |
| 7D | -5.4% | -5.7% | +0.3% | -3.3% |
| 30D | +4.7% | +26.6% | -21.9% | -5.0% |
| 3M | -3.7% | +31.1% | -34.7% | -14.5% |
| 6M | -1.2% | +24.9% | -26.1% | -10.9% |
| YTD | +2.4% | +48.7% | -46.3% | -14.0% |
| 1Y | +23.4% | +22.2% | +1.2% | +11.3% |
| 3Y | +96.7% | +7.4% | +89.3% | +81.4% |
| 5Y | -30.6% | +10.8% | -41.4% | -39.0% |
| All | -35.6% | +44.1% | -79.7% | -58.3% |
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