+66.0%
CNH vs ESI
+224.6%
-158.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.9% | +1.1% | +2.9% |
| 7D | +23.3% | +3.3% | +20.0% | +21.6% |
| 30D | +33.5% | -5.9% | +39.3% | +36.2% |
| 3M | +32.7% | -14.1% | +46.8% | +39.2% |
| 6M | +22.2% | +6.6% | +15.6% | +16.6% |
| YTD | +57.7% | +45.0% | +12.7% | +32.4% |
| 1Y | +28.0% | +41.5% | -13.5% | +8.0% |
| 3Y | +11.5% | +78.8% | -67.2% | -15.2% |
| 5Y | +11.9% | +70.9% | -59.0% | -14.5% |
| 10Y | +162.8% | +317.1% | -154.3% | +44.4% |
| All | +66.0% | +224.6% | -158.7% | -2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling