+43.3%
CNH vs SITM
+3,319.5%
-3,276.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.0% | +0.4% |
| 7D | +3.0% | +6.6% | -3.6% | +2.0% |
| 30D | -0.6% | -15.3% | +14.7% | +1.4% |
| 3M | +14.6% | -35.4% | +50.0% | +21.4% |
| 6M | +11.8% | -46.8% | +58.5% | +20.4% |
| YTD | +30.4% | +25.9% | +4.6% | +18.2% |
| 1Y | +19.1% | +54.0% | -34.9% | +3.8% |
| 3Y | +30.2% | +315.6% | -285.4% | -13.2% |
| 5Y | -17.8% | +74.4% | -92.3% | -41.7% |
| All | +43.3% | +3,319.5% | -3,276.2% | -45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling