+63.4%
CNH vs SITM
+4,789.7%
-4,726.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -5.0% | -0.3% |
| 7D | -5.7% | +3.9% | -9.5% | -6.3% |
| 30D | +26.6% | -6.6% | +33.2% | +27.6% |
| 3M | +31.1% | -11.9% | +42.9% | +31.5% |
| 6M | +24.9% | +81.1% | -56.3% | +8.8% |
| YTD | +48.7% | +80.0% | -31.3% | +28.5% |
| 1Y | +22.2% | +145.8% | -123.6% | -1.6% |
| 3Y | +7.4% | +475.9% | -468.4% | -31.4% |
| 5Y | +10.8% | +189.2% | -178.4% | -27.5% |
| All | +63.4% | +4,789.7% | -4,726.2% | -41.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling