+30.2%
CNH vs SIRI
-22.7%
+52.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +3.0% | -1.7% | +4.7% | +3.4% |
| 30D | -0.6% | +21.1% | -21.7% | -4.2% |
| 3M | +14.6% | +14.7% | -0.1% | +11.5% |
| 6M | +11.8% | +22.9% | -11.2% | +7.1% |
| YTD | +30.4% | +65.7% | -35.3% | +17.7% |
| 1Y | +19.1% | +53.5% | -34.4% | +9.0% |
| 3Y | +30.2% | -23.0% | +53.2% | +39.7% |
| All | +30.2% | -22.7% | +52.8% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling