-78.2%
SE vs CNH
-16.3%
-61.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.9% | +2.3% |
| 7D | -1.5% | +6.4% | -7.9% | -4.0% |
| 30D | -22.3% | -1.6% | -20.7% | -22.2% |
| 3M | -41.8% | +11.6% | -53.4% | -45.4% |
| 6M | -22.4% | +12.5% | -34.9% | -28.6% |
| YTD | -41.6% | +31.1% | -72.7% | -51.1% |
| 1Y | -48.0% | +17.0% | -65.0% | -54.1% |
| 3Y | +63.9% | +28.7% | +35.1% | +26.1% |
| 5Y | -78.2% | -17.4% | -60.8% | -78.8% |
| All | -78.2% | -16.3% | -61.9% | -78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling