+19.4%
CNH vs SFM
-45.2%
+64.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -6.5% | +0.9% | -5.4% |
| 7D | +8.8% | -5.8% | +14.6% | +9.0% |
| 30D | +24.7% | -11.4% | +36.0% | +24.9% |
| 3M | +27.3% | -12.2% | +39.5% | +27.8% |
| 6M | +23.2% | -5.2% | +28.3% | +22.5% |
| YTD | +48.9% | -4.5% | +53.4% | +48.2% |
| 1Y | +19.4% | -45.4% | +64.8% | +25.3% |
| All | +19.4% | -45.2% | +64.6% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling