+14.8%
CNH vs SITM
+47.5%
-32.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.4% | +9.2% | +0.8% |
| 7D | +6.5% | -19.5% | +26.0% | +8.6% |
| 30D | -12.0% | -43.2% | +31.2% | -6.7% |
| 3M | +4.4% | -30.8% | +35.2% | +7.4% |
| 6M | +15.7% | -28.6% | +44.3% | +17.4% |
| YTD | +28.2% | +14.2% | +14.1% | +21.6% |
| 1Y | +14.8% | +44.4% | -29.6% | +6.3% |
| All | +14.8% | +47.5% | -32.7% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling