+1.5%
SMR vs CNH
+6.1%
-4.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.9% | -2.7% | -3.9% |
| 7D | +4.7% | -2.5% | +7.2% | +5.5% |
| 30D | +3.2% | +27.0% | -23.8% | -12.3% |
| 3M | +9.9% | +32.6% | -22.7% | -10.0% |
| 6M | -15.1% | +23.6% | -38.7% | -28.0% |
| YTD | -27.9% | +47.8% | -75.8% | -45.8% |
| 1Y | -70.2% | +21.3% | -91.5% | -74.7% |
| 3Y | +72.5% | +7.0% | +65.5% | +52.1% |
| All | +1.5% | +6.1% | -4.6% | -11.7% |
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 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