+34.8%
CNH vs SMTC
+245.2%
-210.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +12.7% | -10.0% | -0.1% |
| 7D | -1.7% | -19.0% | +17.3% | +2.2% |
| 30D | -7.2% | -46.7% | +39.5% | +4.9% |
| 3M | +6.5% | -23.4% | +30.0% | +8.6% |
| 6M | +7.9% | -13.4% | +21.3% | +3.9% |
| YTD | +26.6% | +40.1% | -13.5% | +6.2% |
| 1Y | +13.8% | +47.7% | -33.9% | -6.5% |
| 3Y | +9.2% | +606.9% | -597.7% | -53.3% |
| 5Y | -15.6% | +14.4% | -30.0% | -36.3% |
| 10Y | +119.2% | +322.5% | -203.3% | +1.2% |
| All | +34.8% | +245.2% | -210.3% | -40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling