+45.7%
CNH vs SGI
+509.3%
-463.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +2.0% |
| 7D | +6.7% | -10.5% | +17.1% | +10.4% |
| 30D | +7.2% | +0.1% | +7.1% | +6.9% |
| 3M | +17.5% | -4.0% | +21.5% | +18.6% |
| 6M | +15.0% | -5.6% | +20.6% | +16.3% |
| YTD | +36.8% | -29.5% | +66.3% | +50.5% |
| 1Y | +27.6% | -31.5% | +59.1% | +41.6% |
| 3Y | +34.3% | +71.6% | -37.3% | +11.3% |
| 5Y | -12.2% | +50.5% | -62.7% | -27.3% |
| 10Y | +113.9% | +333.9% | -220.0% | +23.5% |
| All | +45.7% | +509.3% | -463.6% | -20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling