-48.8%
SE vs CNH
+15.2%
-64.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.6% | +4.5% |
| 7D | +6.7% | +6.5% | +0.2% | +6.4% |
| 30D | -17.2% | -12.0% | -5.2% | -16.8% |
| 3M | -28.0% | +4.4% | -32.4% | -28.5% |
| 6M | -6.1% | +15.7% | -21.8% | -7.7% |
| YTD | -37.1% | +28.2% | -65.4% | -39.6% |
| 1Y | -48.8% | +14.8% | -63.6% | -50.5% |
| All | -48.8% | +15.2% | -64.0% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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