+149.5%
CNH vs ESI
+307.6%
-158.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.1% | -5.8% |
| 7D | +8.8% | +5.4% | +3.4% | +6.1% |
| 30D | +24.7% | -4.2% | +28.8% | +26.7% |
| 3M | +27.3% | -9.6% | +37.0% | +31.6% |
| 6M | +23.2% | +18.3% | +4.8% | +9.7% |
| YTD | +48.9% | +45.8% | +3.1% | +18.1% |
| 1Y | +19.4% | +39.2% | -19.8% | -3.8% |
| 3Y | +7.8% | +86.3% | -78.5% | -27.0% |
| 5Y | +8.7% | +76.2% | -67.5% | -25.9% |
| 10Y | +149.5% | +306.8% | -157.2% | +12.1% |
| All | +149.5% | +307.6% | -158.1% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling