+31.2%
CNH vs ES
+174.7%
-143.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.1% | -6.0% | -4.6% |
| 7D | -0.4% | +5.9% | -6.3% | -2.2% |
| 30D | -15.2% | +10.2% | -25.4% | -17.8% |
| 3M | +4.3% | +0.4% | +3.9% | +3.9% |
| 6M | +10.1% | +6.9% | +3.2% | +7.4% |
| YTD | +23.2% | +10.5% | +12.7% | +18.8% |
| 1Y | +8.5% | +3.2% | +5.3% | +6.4% |
| 3Y | +4.1% | +49.0% | -45.0% | -10.7% |
| 5Y | -17.8% | +4.5% | -22.3% | -21.9% |
| 10Y | +113.3% | +92.3% | +21.0% | +78.8% |
| All | +31.2% | +174.7% | -143.4% | -6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling