+149.5%
CNH vs SFM
+293.3%
-143.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -6.5% | +0.9% | -4.7% |
| 7D | +8.8% | -5.8% | +14.6% | +9.7% |
| 30D | +24.7% | -11.4% | +36.0% | +26.7% |
| 3M | +27.3% | -12.2% | +39.5% | +29.1% |
| 6M | +23.2% | -5.2% | +28.3% | +22.9% |
| YTD | +48.9% | -4.5% | +53.4% | +48.1% |
| 1Y | +19.4% | -45.4% | +64.8% | +28.5% |
| 3Y | +7.8% | +91.1% | -83.3% | -7.5% |
| 5Y | +8.7% | +226.8% | -218.1% | -16.4% |
| 10Y | +149.5% | +291.9% | -142.4% | +73.2% |
| All | +149.5% | +293.3% | -143.8% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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