+68.0%
CNH vs SM
-45.1%
+113.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.6% | +4.4% |
| 7D | +23.3% | +0.1% | +23.2% | +23.3% |
| 30D | +33.5% | +26.3% | +7.1% | +28.5% |
| 3M | +32.7% | +8.7% | +24.0% | +29.9% |
| 6M | +22.2% | +51.7% | -29.5% | +12.3% |
| YTD | +57.7% | +99.0% | -41.4% | +38.5% |
| 1Y | +28.0% | +34.6% | -6.6% | +18.9% |
| 3Y | +11.5% | -7.8% | +19.3% | +7.7% |
| 5Y | +11.9% | +104.8% | -92.9% | -6.8% |
| 10Y | +162.8% | +7.2% | +155.5% | +76.3% |
| All | +68.0% | -45.1% | +113.0% | +7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling