+28.0%
CNH vs SNY
+2.0%
+25.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | +23.3% | -1.3% | +24.6% | +23.9% |
| 30D | +33.5% | +3.4% | +30.0% | +31.5% |
| 3M | +32.7% | -0.3% | +33.0% | +33.0% |
| 6M | +22.2% | +1.0% | +21.2% | +21.9% |
| YTD | +57.7% | -3.6% | +61.3% | +58.7% |
| 1Y | +28.0% | +3.0% | +25.0% | +29.5% |
| All | +28.0% | +2.0% | +25.9% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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