-45.9%
SMR vs CNH
+0.7%
-46.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +10.9% | -3.8% | +0.8% |
| 7D | +1.7% | +8.6% | -6.9% | -2.7% |
| 30D | -24.4% | +12.6% | -37.0% | -29.5% |
| 3M | -44.6% | +17.5% | -62.1% | -50.9% |
| 6M | -56.7% | +18.1% | -74.8% | -62.1% |
| YTD | -61.6% | +40.4% | -102.0% | -70.4% |
| 1Y | -82.1% | +34.0% | -116.1% | -85.8% |
| 3Y | +161.5% | +35.3% | +126.2% | +107.9% |
| All | -45.9% | +0.7% | -46.7% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling