-81.4%
SMR vs CNH
+21.1%
-102.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -4.2% | -3.7% | -5.9% |
| 7D | +10.3% | +6.4% | +3.9% | +7.7% |
| 30D | -25.7% | -1.6% | -24.1% | -25.1% |
| 3M | -49.7% | +11.6% | -61.3% | -53.6% |
| 6M | -59.8% | +12.5% | -72.4% | -63.5% |
| YTD | -66.0% | +31.1% | -97.1% | -74.0% |
| 1Y | -81.4% | +17.0% | -98.4% | -85.2% |
| All | -81.4% | +21.1% | -102.5% | -85.2% |
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