+105.2%
CNH vs SUI
+123.0%
-17.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | +3.0% | -1.5% | +4.5% | +3.6% |
| 30D | -0.6% | +3.7% | -4.3% | -2.2% |
| 3M | +14.6% | -0.4% | +15.0% | +14.4% |
| 6M | +11.8% | -2.8% | +14.5% | +12.2% |
| YTD | +30.4% | -1.6% | +32.0% | +30.3% |
| 1Y | +19.1% | -2.1% | +21.1% | +19.1% |
| 3Y | +30.2% | +18.5% | +11.7% | +18.4% |
| 5Y | -17.8% | -26.5% | +8.7% | -10.8% |
| All | +105.2% | +123.0% | -17.8% | +66.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling