-25.6%
ELAN vs CNH
+26.4%
-52.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +4.0% | +3.0% | +1.0% | +2.6% |
| 30D | +18.8% | -0.6% | +19.3% | +18.7% |
| 3M | +19.0% | +14.6% | +4.3% | +11.3% |
| 6M | +22.8% | +11.8% | +11.1% | +14.8% |
| YTD | +18.3% | +30.4% | -12.1% | +3.7% |
| 1Y | +21.8% | +19.1% | +2.7% | +10.4% |
| 3Y | +153.8% | +30.2% | +123.7% | +115.9% |
| 5Y | -18.9% | -17.8% | -1.1% | -19.9% |
| All | -25.6% | +26.4% | -52.0% | -49.7% |
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