+49.5%
CNH vs SFM
+13.4%
+36.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.0% | +9.9% | +10.8% |
| 7D | +8.6% | -10.2% | +18.8% | +10.1% |
| 30D | +12.6% | -23.9% | +36.4% | +16.0% |
| 3M | +17.5% | -42.3% | +59.8% | +25.8% |
| 6M | +18.1% | -40.1% | +58.2% | +25.1% |
| YTD | +40.4% | -37.8% | +78.2% | +47.0% |
| 1Y | +34.0% | -37.1% | +71.1% | +39.9% |
| 3Y | +35.3% | +21.5% | +13.7% | +23.3% |
| 5Y | -5.1% | +103.8% | -108.9% | -22.2% |
| 10Y | +124.0% | +142.0% | -17.9% | +69.6% |
| All | +49.5% | +13.4% | +36.1% | +23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling