+34.8%
CNH vs SGI
+525.7%
-490.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.5% | +8.2% | +4.5% |
| 7D | -1.7% | +1.0% | -2.7% | -2.2% |
| 30D | -7.2% | +3.9% | -11.1% | -8.6% |
| 3M | +6.5% | -0.8% | +7.4% | +6.3% |
| 6M | +7.9% | -18.0% | +25.8% | +13.6% |
| YTD | +26.6% | -27.6% | +54.2% | +38.0% |
| 1Y | +13.8% | -27.2% | +41.0% | +23.6% |
| 3Y | +9.2% | +76.0% | -66.8% | -10.4% |
| 5Y | -15.6% | +50.0% | -65.5% | -30.2% |
| 10Y | +119.2% | +399.1% | -279.9% | +22.5% |
| All | +34.8% | +525.7% | -490.8% | -27.2% |
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