+365.7%
SE vs CNH
+29.1%
+336.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.6% | -0.9% |
| 7D | +2.0% | -1.7% | +3.7% | +2.7% |
| 30D | -20.0% | -7.2% | -12.8% | -18.0% |
| 3M | -31.8% | +6.5% | -38.3% | -34.5% |
| 6M | -15.9% | +7.9% | -23.7% | -20.9% |
| YTD | -40.6% | +26.6% | -67.2% | -48.5% |
| 1Y | -50.7% | +13.8% | -64.4% | -55.4% |
| 3Y | +70.3% | +9.2% | +61.1% | +49.5% |
| 5Y | -78.8% | -15.6% | -63.2% | -79.2% |
| All | +365.7% | +29.1% | +336.6% | +217.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling