+38.9%
CNH vs SIRI
+4.8%
+34.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.3% |
| 3M | +14.6% | +14.7% | -0.1% | +9.7% |
| 6M | +11.8% | +22.9% | -11.2% | +4.3% |
| YTD | +30.4% | +65.7% | -35.3% | +10.3% |
| 1Y | +19.1% | +53.5% | -34.4% | +3.1% |
| 3Y | +30.2% | -23.0% | +53.2% | +32.5% |
| 5Y | -17.8% | -41.5% | +23.7% | -13.8% |
| 10Y | +103.9% | -7.4% | +111.4% | +58.3% |
| All | +38.9% | +4.8% | +34.1% | -1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling