+113.9%
CNH vs SM
+10.6%
+103.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.6% | -3.7% | +1.0% |
| 7D | +6.7% | +0.3% | +6.3% | +6.5% |
| 30D | +7.2% | -17.3% | +24.5% | +10.0% |
| 3M | +17.5% | -3.6% | +21.1% | +17.4% |
| 6M | +15.0% | +2.9% | +12.1% | +12.4% |
| YTD | +36.8% | +70.2% | -33.4% | +21.8% |
| 1Y | +27.6% | +66.5% | -38.9% | +13.9% |
| 3Y | +34.3% | -8.2% | +42.5% | +29.0% |
| 5Y | -12.2% | -1.5% | -10.8% | -19.1% |
| 10Y | +113.9% | +11.9% | +102.0% | +39.9% |
| All | +113.9% | +10.6% | +103.3% | +39.9% |
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