+7.7%
CNH vs SNY
+9.4%
-1.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -5.7% | -3.3% | -2.4% | -4.7% |
| 30D | +26.6% | -2.2% | +28.7% | +27.4% |
| 3M | +31.1% | -3.0% | +34.1% | +32.3% |
| 6M | +24.9% | +2.7% | +22.1% | +24.0% |
| YTD | +48.7% | -6.8% | +55.6% | +51.5% |
| 1Y | +22.2% | -5.3% | +27.5% | +23.8% |
| 3Y | +7.4% | -9.8% | +17.2% | +8.6% |
| All | +7.7% | +9.4% | -1.7% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling