+23.9%
CNH vs SGI
-20.0%
+43.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.9% |
| 7D | +1.8% | +0.6% | +1.2% | +1.6% |
| 30D | +32.6% | +5.5% | +27.1% | +29.9% |
| 3M | +29.4% | -3.6% | +33.0% | +30.8% |
| 6M | +26.0% | -15.0% | +41.0% | +29.5% |
| YTD | +52.2% | -23.0% | +75.2% | +57.9% |
| 1Y | +23.9% | -18.4% | +42.3% | +30.3% |
| All | +23.9% | -20.0% | +43.8% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling