+28.5%
CNH vs ES
-0.1%
+28.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.4% |
| 7D | +4.5% | +0.9% | +3.7% | +4.2% |
| 30D | +7.6% | +5.9% | +1.7% | +6.1% |
| 3M | +17.0% | -1.0% | +18.0% | +16.9% |
| 6M | +12.9% | +7.2% | +5.8% | +10.9% |
| YTD | +34.3% | +7.0% | +27.3% | +32.3% |
| 1Y | +28.5% | +0.5% | +28.1% | +26.5% |
| All | +28.5% | -0.1% | +28.6% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling