+13.1%
CNH vs ES
-5.6%
+18.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.2% |
| 7D | +23.3% | +0.3% | +23.0% | +23.2% |
| 30D | +33.5% | -2.0% | +35.4% | +34.2% |
| 3M | +32.7% | +1.7% | +31.0% | +31.8% |
| 6M | +22.2% | -3.5% | +25.7% | +23.3% |
| YTD | +57.7% | +7.9% | +49.8% | +53.3% |
| 1Y | +28.0% | +17.2% | +10.8% | +19.6% |
| 3Y | +11.5% | +29.3% | -17.8% | -1.5% |
| All | +13.1% | -5.6% | +18.7% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling