+124.0%
CNH vs SM
+4.9%
+119.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -2.7% | +13.6% | +11.3% |
| 7D | +8.6% | -22.3% | +30.8% | +12.5% |
| 30D | +12.6% | -21.4% | +33.9% | +16.4% |
| 3M | +17.5% | +1.4% | +16.2% | +16.3% |
| 6M | +18.1% | +0.1% | +18.0% | +16.0% |
| YTD | +40.4% | +59.0% | -18.6% | +26.4% |
| 1Y | +34.0% | +64.3% | -30.4% | +19.7% |
| 3Y | +35.3% | -13.1% | +48.4% | +31.0% |
| 5Y | -5.1% | -13.9% | +8.8% | -10.8% |
| 10Y | +124.0% | +1.7% | +122.3% | +48.2% |
| All | +124.0% | +4.9% | +119.1% | +48.2% |
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 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