+106.3%
CNH vs ESI
+306.3%
-200.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.7% | -4.1% |
| 7D | +4.5% | -6.6% | +11.1% | +8.1% |
| 30D | +7.6% | -9.8% | +17.5% | +12.5% |
| 3M | +17.0% | -11.9% | +28.9% | +22.7% |
| 6M | +12.9% | -25.1% | +38.0% | +26.7% |
| YTD | +34.3% | +31.9% | +2.4% | +10.1% |
| 1Y | +28.5% | +19.2% | +9.4% | +10.9% |
| 3Y | +31.9% | +76.2% | -44.3% | -10.1% |
| 5Y | -9.6% | +39.4% | -49.0% | -31.9% |
| 10Y | +106.3% | +304.9% | -198.6% | -9.6% |
| All | +106.3% | +306.3% | -200.0% | -9.6% |
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