+68.0%
CNH vs ES
+168.2%
-100.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +53.5% |
| 1Y | +28.0% | +17.2% | +10.8% | +20.3% |
| 3Y | +11.5% | +29.3% | -17.8% | +0.1% |
| 5Y | +11.9% | -5.7% | +17.6% | +9.8% |
| 10Y | +162.8% | +85.2% | +77.6% | +123.0% |
| All | +68.0% | +168.2% | -100.2% | +20.4% |
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 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