+149.5%
CNH vs SM
+12.3%
+137.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.6% | -9.2% | -6.1% |
| 7D | +8.8% | -0.2% | +9.0% | +8.8% |
| 30D | +24.7% | +31.5% | -6.9% | +19.2% |
| 3M | +27.3% | +17.3% | +10.0% | +23.1% |
| 6M | +23.2% | +48.5% | -25.4% | +13.4% |
| YTD | +48.9% | +106.3% | -57.3% | +29.5% |
| 1Y | +19.4% | +47.3% | -27.9% | +9.1% |
| 3Y | +7.8% | -1.4% | +9.2% | +2.8% |
| 5Y | +8.7% | +114.0% | -105.3% | -10.3% |
| 10Y | +149.5% | +12.5% | +137.0% | +62.6% |
| All | +149.5% | +12.3% | +137.2% | +62.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling