+13.1%
CNH vs SM
+107.8%
-94.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.6% | +4.6% |
| 7D | +23.3% | +0.1% | +23.2% | +23.3% |
| 30D | +33.5% | +26.3% | +7.1% | +26.9% |
| 3M | +32.7% | +8.7% | +24.0% | +29.1% |
| 6M | +22.2% | +51.7% | -29.5% | +7.7% |
| YTD | +57.7% | +99.0% | -41.4% | +29.0% |
| 1Y | +28.0% | +34.6% | -6.6% | +15.0% |
| 3Y | +11.5% | -7.8% | +19.3% | +5.3% |
| All | +13.1% | +107.8% | -94.8% | -15.2% |
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 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