+11.1%
SMR vs CNH
+6.9%
+4.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -5.6% | +20.8% | +18.5% |
| 7D | +21.4% | +8.8% | +12.6% | +14.4% |
| 30D | +13.8% | +24.7% | -10.8% | -2.0% |
| 3M | +3.9% | +27.3% | -23.4% | -12.6% |
| 6M | -4.2% | +23.2% | -27.3% | -18.5% |
| YTD | -21.1% | +48.9% | -70.0% | -40.9% |
| 1Y | -67.1% | +19.4% | -86.5% | -71.7% |
| 3Y | +88.9% | +7.8% | +81.1% | +65.8% |
| All | +11.1% | +6.9% | +4.3% | -3.7% |
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