+112.4%
CNH vs SUI
+115.7%
-3.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.2% | +3.3% |
| 7D | -1.7% | +6.2% | -7.9% | -4.1% |
| 30D | -7.2% | +8.6% | -15.8% | -10.5% |
| 3M | +6.5% | +1.0% | +5.5% | +5.8% |
| 6M | +7.9% | -2.6% | +10.5% | +8.3% |
| YTD | +26.6% | -0.1% | +26.7% | +25.7% |
| 1Y | +13.8% | +0.5% | +13.3% | +12.6% |
| 3Y | +9.2% | +15.3% | -6.1% | +0.6% |
| 5Y | -15.6% | -26.1% | +10.6% | -8.7% |
| All | +112.4% | +115.7% | -3.4% | +86.8% |
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