+68.0%
CNH vs SIRI
-5.4%
+73.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.6% | +6.7% | +4.8% |
| 7D | +23.3% | +1.6% | +21.7% | +22.7% |
| 30D | +33.5% | -4.7% | +38.2% | +35.4% |
| 3M | +32.7% | +5.3% | +27.5% | +30.3% |
| 6M | +22.2% | +30.5% | -8.3% | +11.8% |
| YTD | +57.7% | +49.6% | +8.1% | +37.9% |
| 1Y | +28.0% | +28.5% | -0.5% | +16.7% |
| 3Y | +11.5% | -27.5% | +39.0% | +14.3% |
| 5Y | +11.9% | -44.7% | +56.5% | +18.2% |
| 10Y | +162.8% | -12.6% | +175.4% | +105.4% |
| All | +68.0% | -5.4% | +73.3% | +23.3% |
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