+105.2%
CNH vs SIRI
-7.4%
+112.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +3.0% | -1.7% | +4.7% | +3.6% |
| 30D | -0.6% | +21.1% | -21.7% | -5.9% |
| 3M | +14.6% | +14.7% | -0.1% | +10.1% |
| 6M | +11.8% | +22.9% | -11.2% | +4.9% |
| YTD | +30.4% | +65.7% | -35.3% | +11.9% |
| 1Y | +19.1% | +53.5% | -34.4% | +4.4% |
| 3Y | +30.2% | -23.0% | +53.2% | +32.5% |
| 5Y | -17.8% | -41.5% | +23.7% | -13.3% |
| All | +105.2% | -7.4% | +112.7% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 10y: compounded portfolio wealth divided by compounded SIRI 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…
10y analysis · Full analysis span regression · 6 months rolling