+30.2%
CNH vs SITM
+318.4%
-288.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.0% | +0.3% |
| 7D | +3.0% | +6.6% | -3.6% | +2.1% |
| 30D | -0.6% | -15.3% | +14.7% | +1.1% |
| 3M | +14.6% | -35.4% | +50.0% | +20.4% |
| 6M | +11.8% | -46.8% | +58.5% | +19.4% |
| YTD | +30.4% | +25.9% | +4.6% | +19.5% |
| 1Y | +19.1% | +54.0% | -34.9% | +5.4% |
| 3Y | +30.2% | +315.6% | -285.4% | -7.4% |
| All | +30.2% | +318.4% | -288.2% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling