-73.1%
SMR vs CNH
+29.2%
-102.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.6% | -2.3% |
| 7D | +4.4% | +23.3% | -18.9% | -5.3% |
| 30D | +3.4% | +33.5% | -30.0% | -10.1% |
| 3M | -19.2% | +32.7% | -51.9% | -29.9% |
| 6M | -22.6% | +22.2% | -44.8% | -31.8% |
| YTD | -31.5% | +57.7% | -89.2% | -47.5% |
| 1Y | -73.1% | +28.0% | -101.1% | -77.7% |
| All | -73.1% | +29.2% | -102.3% | -77.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling