+106.3%
CNH vs SGI
+318.6%
-212.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.0% | -1.2% | -3.2% |
| 7D | +6.4% | -10.7% | +17.1% | +10.5% |
| 30D | -1.6% | -3.6% | +1.9% | -0.7% |
| 3M | +11.6% | -5.4% | +17.0% | +13.2% |
| 6M | +12.5% | -7.0% | +19.6% | +14.5% |
| YTD | +31.1% | -31.6% | +62.7% | +46.5% |
| 1Y | +17.0% | -33.5% | +50.5% | +31.9% |
| 3Y | +28.7% | +66.5% | -37.7% | +6.3% |
| 5Y | -17.4% | +42.2% | -59.6% | -31.4% |
| All | +106.3% | +318.6% | -212.3% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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