-17.6%
CNH vs SM
+5.5%
-23.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +3.0% | +9.4% | -6.4% | +1.1% |
| 30D | -0.6% | -14.4% | +13.8% | +1.9% |
| 3M | +14.6% | +1.6% | +13.1% | +13.1% |
| 6M | +11.8% | +6.3% | +5.4% | +7.6% |
| YTD | +30.4% | +78.8% | -48.4% | +7.4% |
| 1Y | +19.1% | +83.1% | -64.1% | -2.8% |
| 3Y | +30.2% | -5.9% | +36.1% | +20.7% |
| All | -17.6% | +5.5% | -23.1% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling