+68.0%
CNH vs SMTC
+394.6%
-326.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +9.2% | -5.2% | +1.9% |
| 7D | +23.3% | +12.7% | +10.5% | +19.9% |
| 30D | +33.5% | +22.0% | +11.5% | +26.0% |
| 3M | +32.7% | -12.7% | +45.4% | +33.3% |
| 6M | +22.2% | +64.8% | -42.6% | +3.2% |
| YTD | +57.7% | +100.7% | -43.0% | +25.9% |
| 1Y | +28.0% | +146.9% | -118.9% | -4.5% |
| 3Y | +11.5% | +456.8% | -445.3% | -45.5% |
| 5Y | +11.9% | +89.2% | -77.4% | -23.9% |
| 10Y | +162.8% | +426.9% | -264.1% | +19.9% |
| All | +68.0% | +394.6% | -326.7% | -29.4% |
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