+19.4%
CNH vs SBAC
-0.2%
+19.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.6% |
| 7D | +8.8% | -0.1% | +8.9% | +8.8% |
| 30D | +24.7% | +3.2% | +21.4% | +24.6% |
| 3M | +27.3% | -5.1% | +32.4% | +27.8% |
| 6M | +23.2% | -2.1% | +25.3% | +28.6% |
| YTD | +48.9% | -0.5% | +49.4% | +53.8% |
| 1Y | +19.4% | +1.1% | +18.3% | +23.6% |
| All | +19.4% | -0.2% | +19.6% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling