+17.0%
CNH vs SM
+78.0%
-61.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +5.2% | -9.3% | -3.7% |
| 7D | +6.4% | +10.6% | -4.2% | +7.4% |
| 30D | -1.6% | -15.0% | +13.3% | -2.7% |
| 3M | +11.6% | +1.7% | +9.9% | +13.1% |
| 6M | +12.5% | +5.9% | +6.7% | +16.1% |
| YTD | +31.1% | +79.0% | -47.9% | +21.3% |
| 1Y | +17.0% | +84.7% | -67.7% | +7.6% |
| All | +17.0% | +78.0% | -61.0% | +7.6% |
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 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