+28.0%
CNH vs SM
+36.8%
-8.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.1% | +7.1% | +3.8% |
| 7D | +23.3% | -0.5% | +23.8% | +23.2% |
| 30D | +33.5% | +25.6% | +7.9% | +36.4% |
| 3M | +32.7% | +8.0% | +24.7% | +35.4% |
| 6M | +22.2% | +50.8% | -28.6% | +22.1% |
| YTD | +57.7% | +97.9% | -40.2% | +51.7% |
| 1Y | +28.0% | +33.8% | -5.8% | +25.2% |
| All | +28.0% | +36.8% | -8.8% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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