+22.2%
CNH vs SM
+58.1%
-35.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.6% | +3.5% |
| 7D | +23.3% | +0.1% | +23.2% | +23.3% |
| 30D | +33.5% | +26.3% | +7.1% | +41.9% |
| 3M | +32.7% | +8.7% | +24.0% | +37.8% |
| 6M | +22.2% | +51.7% | -29.5% | +36.5% |
| All | +22.2% | +58.1% | -35.9% | +36.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling