+10.0%
CNH vs SITM
+412.8%
-402.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.4% |
| 7D | +1.8% | +3.7% | -1.9% | +1.3% |
| 30D | +32.6% | -14.5% | +47.1% | +35.4% |
| 3M | +29.4% | -10.6% | +40.0% | +29.6% |
| 6M | +26.0% | +65.5% | -39.6% | +12.6% |
| YTD | +52.2% | +67.0% | -14.8% | +34.7% |
| 1Y | +23.9% | +138.6% | -114.7% | +1.8% |
| All | +10.0% | +412.8% | -402.9% | -26.4% |
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