+28.0%
CNH vs SUI
-2.0%
+30.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.4% | +4.1% |
| 7D | +23.3% | -2.8% | +26.1% | +24.0% |
| 30D | +33.5% | -1.2% | +34.6% | +33.7% |
| 3M | +32.7% | -1.7% | +34.5% | +33.0% |
| 6M | +22.2% | -10.5% | +32.6% | +25.4% |
| YTD | +57.7% | -1.8% | +59.5% | +58.8% |
| 1Y | +28.0% | -4.1% | +32.1% | +30.5% |
| All | +28.0% | -2.0% | +30.0% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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