+12.8%
CNH vs SMTC
+514.4%
-501.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +9.2% | -5.2% | +3.0% |
| 7D | +23.3% | +12.7% | +10.5% | +21.6% |
| 30D | +33.5% | +22.0% | +11.5% | +29.8% |
| 3M | +32.7% | -12.7% | +45.4% | +33.3% |
| 6M | +22.2% | +64.8% | -42.6% | +13.2% |
| YTD | +57.7% | +100.7% | -43.0% | +42.6% |
| 1Y | +28.0% | +146.9% | -118.9% | +12.4% |
| All | +12.8% | +514.4% | -501.7% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling