-40.9%
SE vs CNH
+29.2%
-70.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -4.9% | -1.1% |
| 7D | -6.1% | +23.3% | -29.4% | -7.3% |
| 30D | -2.5% | +33.5% | -35.9% | -4.3% |
| 3M | +21.7% | +32.7% | -11.0% | +19.2% |
| 6M | +27.0% | +22.2% | +4.8% | +23.5% |
| YTD | -12.1% | +57.7% | -69.8% | -17.2% |
| 1Y | -40.9% | +28.0% | -68.9% | -41.8% |
| All | -40.9% | +29.2% | -70.2% | -41.8% |
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