+47.8%
CNH vs ESI
+197.1%
-149.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.1% | +5.8% | +8.9% |
| 7D | +8.6% | -3.5% | +12.0% | +10.0% |
| 30D | +12.6% | -9.3% | +21.8% | +16.3% |
| 3M | +17.5% | -12.8% | +30.3% | +22.6% |
| 6M | +18.1% | -24.6% | +42.7% | +29.2% |
| YTD | +40.4% | +32.7% | +7.6% | +21.1% |
| 1Y | +34.0% | +20.3% | +13.7% | +20.0% |
| 3Y | +35.3% | +80.2% | -44.9% | +1.8% |
| 5Y | -5.1% | +40.0% | -45.0% | -22.3% |
| 10Y | +124.0% | +310.8% | -186.7% | +24.9% |
| All | +47.8% | +197.1% | -149.4% | -10.5% |
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