+34.8%
CNH vs SM
-54.9%
+89.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.6% |
| 7D | -1.7% | -25.9% | +24.2% | +2.6% |
| 30D | -7.2% | -15.1% | +7.9% | -5.2% |
| 3M | +6.5% | +4.9% | +1.7% | +5.0% |
| 6M | +7.9% | +6.1% | +1.7% | +5.1% |
| YTD | +26.6% | +63.4% | -36.8% | +13.9% |
| 1Y | +13.8% | +72.5% | -58.7% | +1.3% |
| 3Y | +9.2% | -16.9% | +26.1% | +6.7% |
| 5Y | -15.6% | -10.6% | -4.9% | -20.9% |
| 10Y | +119.2% | +11.3% | +107.9% | +46.5% |
| All | +34.8% | -54.9% | +89.7% | -11.5% |
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