+34.8%
CNH vs ES
+166.7%
-131.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.9% | +5.6% | +3.7% |
| 7D | -1.7% | +1.9% | -3.6% | -2.4% |
| 30D | -7.2% | +7.1% | -14.3% | -9.3% |
| 3M | +6.5% | -1.9% | +8.5% | +6.9% |
| 6M | +7.9% | +4.4% | +3.5% | +6.0% |
| YTD | +26.6% | +7.3% | +19.3% | +23.2% |
| 1Y | +13.8% | +2.1% | +11.6% | +11.9% |
| 3Y | +9.2% | +41.8% | -32.6% | -4.9% |
| 5Y | -15.6% | +1.4% | -17.0% | -19.0% |
| 10Y | +119.2% | +86.8% | +32.4% | +85.3% |
| All | +34.8% | +166.7% | -131.9% | -3.3% |
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