+31.2%
CNH vs SUI
+341.2%
-310.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.7% | -4.6% | -4.2% |
| 7D | -0.4% | +8.8% | -9.1% | -3.5% |
| 30D | -15.2% | +8.9% | -24.2% | -18.1% |
| 3M | +4.3% | +2.0% | +2.2% | +3.2% |
| 6M | +10.1% | -0.6% | +10.7% | +9.7% |
| YTD | +23.2% | +1.3% | +21.8% | +21.8% |
| 1Y | +8.5% | +1.3% | +7.2% | +7.2% |
| 3Y | +4.1% | +16.3% | -12.2% | -3.7% |
| 5Y | -17.8% | -25.1% | +7.2% | -12.3% |
| 10Y | +113.3% | +121.1% | -7.7% | +67.9% |
| All | +31.2% | +341.2% | -310.0% | -16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling