+28.5%
CNH vs SMTC
+53.1%
-24.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.8% | -4.1% |
| 7D | +4.5% | -10.9% | +15.5% | +4.9% |
| 30D | +7.6% | -39.4% | +47.0% | +11.2% |
| 3M | +17.0% | -13.5% | +30.5% | +15.6% |
| 6M | +12.9% | -6.8% | +19.8% | +10.2% |
| YTD | +34.3% | +54.0% | -19.8% | +23.9% |
| 1Y | +28.5% | +50.8% | -22.2% | +18.3% |
| All | +28.5% | +53.1% | -24.6% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1y: compounded portfolio wealth divided by compounded SMTC 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…
1y analysis · Full analysis span regression · 6 months rolling