-33.4%
ELAN vs CNH
+44.3%
-77.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.6% | +3.4% | -0.1% |
| 7D | +0.3% | +8.8% | -8.5% | -3.1% |
| 30D | +8.4% | +24.7% | -16.3% | -1.1% |
| 3M | +1.2% | +27.3% | -26.1% | -9.0% |
| 6M | +2.6% | +23.2% | -20.5% | -7.0% |
| YTD | +5.9% | +48.9% | -43.0% | -11.0% |
| 1Y | +25.8% | +19.4% | +6.4% | +14.6% |
| 3Y | +106.8% | +7.8% | +99.1% | +90.5% |
| 5Y | -29.3% | +8.7% | -38.0% | -37.3% |
| All | -33.4% | +44.3% | -77.7% | -56.9% |
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