+62.1%
CNH vs SNY
+42.3%
+19.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.5% |
| 7D | +1.8% | -3.6% | +5.5% | +3.6% |
| 30D | +32.6% | -1.4% | +34.1% | +33.5% |
| 3M | +29.4% | -4.2% | +33.6% | +31.9% |
| 6M | +26.0% | +2.0% | +24.0% | +24.7% |
| YTD | +52.2% | -6.7% | +58.9% | +56.4% |
| 1Y | +23.9% | -4.7% | +28.6% | +25.7% |
| 3Y | +10.1% | -8.1% | +18.3% | +9.2% |
| 5Y | +13.2% | +8.2% | +4.9% | 0.0% |
| 10Y | +160.7% | +64.8% | +95.8% | +78.3% |
| All | +62.1% | +42.3% | +19.8% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling