+589.4%
SE vs CNH
+60.8%
+528.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -4.9% | -2.4% |
| 7D | -6.1% | +23.3% | -29.4% | -13.6% |
| 30D | -2.5% | +33.5% | -35.9% | -13.3% |
| 3M | +21.7% | +32.7% | -11.0% | +7.5% |
| 6M | +27.0% | +22.2% | +4.8% | +14.4% |
| YTD | -12.1% | +57.7% | -69.8% | -29.2% |
| 1Y | -40.9% | +28.0% | -68.9% | -48.3% |
| 3Y | +191.0% | +11.5% | +179.5% | +159.6% |
| 5Y | -68.3% | +11.9% | -80.1% | -71.7% |
| All | +589.4% | +60.8% | +528.5% | +335.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling