+597.0%
SE vs CNH
+51.9%
+545.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.7% | +3.2% |
| 7D | +0.6% | +8.8% | -8.2% | -2.9% |
| 30D | -0.1% | +24.7% | -24.7% | -8.9% |
| 3M | +34.1% | +27.3% | +6.8% | +20.1% |
| 6M | +23.2% | +23.2% | +0.1% | +10.5% |
| YTD | -11.2% | +48.9% | -60.1% | -27.0% |
| 1Y | -40.5% | +19.4% | -59.9% | -46.6% |
| 3Y | +196.3% | +7.8% | +188.5% | +167.0% |
| 5Y | -67.0% | +8.7% | -75.8% | -70.3% |
| All | +597.0% | +51.9% | +545.1% | +349.3% |
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