+379.5%
SE vs CNH
+43.2%
+336.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.9% | -8.0% | -1.1% |
| 7D | +3.3% | +8.6% | -5.3% | +0.1% |
| 30D | -18.2% | +12.6% | -30.7% | -21.9% |
| 3M | -31.3% | +17.5% | -48.8% | -36.4% |
| 6M | -10.1% | +18.1% | -28.2% | -18.3% |
| YTD | -38.9% | +40.4% | -79.3% | -49.0% |
| 1Y | -48.0% | +34.0% | -82.0% | -56.0% |
| 3Y | +78.8% | +35.3% | +43.5% | +43.9% |
| 5Y | -77.1% | -5.1% | -72.0% | -78.5% |
| All | +379.5% | +43.2% | +336.3% | +213.6% |
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