+161.5%
SMR vs CNH
+32.9%
+128.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +10.9% | -3.8% | +0.2% |
| 7D | +1.7% | +8.6% | -6.9% | -3.1% |
| 30D | -24.4% | +12.6% | -37.0% | -29.9% |
| 3M | -44.6% | +17.5% | -62.1% | -51.7% |
| 6M | -56.7% | +18.1% | -74.8% | -62.8% |
| YTD | -61.6% | +40.4% | -102.0% | -71.9% |
| 1Y | -82.1% | +34.0% | -116.1% | -86.5% |
| 3Y | +161.5% | +35.3% | +126.2% | +64.7% |
| All | +161.5% | +32.9% | +128.6% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling