+13.8%
CNH vs SUNB
+1.6%
+12.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.9% | -3.7% | +0.5% |
| 7D | +1.8% | +9.4% | -7.6% | -0.9% |
| 30D | +32.6% | -6.9% | +39.5% | +35.3% |
| 3M | +29.4% | -11.3% | +40.7% | +33.7% |
| 6M | +26.0% | -1.8% | +27.8% | +21.6% |
| All | +13.8% | +1.6% | +12.2% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 3y: compounded portfolio wealth divided by compounded SUNB 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…
3y analysis · Full analysis span regression · 6 months rolling