+68.0%
CNH vs SGI
+581.3%
-513.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.9% |
| 7D | +23.3% | +8.5% | +14.7% | +20.2% |
| 30D | +33.5% | +0.7% | +32.8% | +33.0% |
| 3M | +32.7% | +0.6% | +32.1% | +32.3% |
| 6M | +22.2% | -17.9% | +40.1% | +29.2% |
| YTD | +57.7% | -21.2% | +78.9% | +68.1% |
| 1Y | +28.0% | -18.9% | +46.8% | +34.5% |
| 3Y | +11.5% | +52.6% | -41.1% | -4.7% |
| 5Y | +11.9% | +60.7% | -48.9% | -9.3% |
| 10Y | +162.8% | +278.1% | -115.3% | +53.8% |
| All | +68.0% | +581.3% | -513.3% | -11.3% |
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 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