+12.8%
CNH vs SGI
+60.7%
-47.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.8% |
| 7D | +23.3% | +8.5% | +14.7% | +19.2% |
| 30D | +33.5% | +0.7% | +32.8% | +32.7% |
| 3M | +32.7% | +0.6% | +32.1% | +32.0% |
| 6M | +22.2% | -17.9% | +40.1% | +30.9% |
| YTD | +57.7% | -21.2% | +78.9% | +70.4% |
| 1Y | +28.0% | -18.9% | +46.8% | +35.8% |
| All | +12.8% | +60.7% | -47.9% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling