+35.3%
CNH vs ESI
+77.3%
-42.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.1% | +5.8% | +8.8% |
| 7D | +8.6% | -3.5% | +12.0% | +10.0% |
| 30D | +12.6% | -9.3% | +21.8% | +16.5% |
| 3M | +17.5% | -12.8% | +30.3% | +23.1% |
| 6M | +18.1% | -24.6% | +42.7% | +30.5% |
| YTD | +40.4% | +32.7% | +7.6% | +14.9% |
| 1Y | +34.0% | +20.3% | +13.7% | +15.1% |
| 3Y | +35.3% | +80.2% | -44.9% | -11.9% |
| All | +35.3% | +77.3% | -42.0% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling