-48.0%
SMR vs CNH
-1.8%
-46.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.9% |
| 7D | +1.9% | +6.7% | -4.7% | -1.4% |
| 30D | -21.9% | +7.2% | -29.2% | -25.0% |
| 3M | -47.1% | +17.5% | -64.6% | -53.2% |
| 6M | -60.6% | +15.0% | -75.6% | -65.1% |
| YTD | -63.1% | +36.8% | -99.9% | -71.1% |
| 1Y | -80.4% | +27.6% | -108.1% | -84.0% |
| 3Y | +150.2% | +34.3% | +115.9% | +100.1% |
| All | -48.0% | -1.8% | -46.2% | -52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling