+43.0%
SN vs CNH
+29.2%
+13.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.1% | -2.1% |
| 7D | -9.3% | +23.3% | -32.6% | -14.7% |
| 30D | -4.8% | +33.5% | -38.3% | -13.0% |
| 3M | +40.4% | +32.7% | +7.7% | +27.5% |
| 6M | +50.9% | +22.2% | +28.8% | +40.1% |
| YTD | +54.9% | +57.7% | -2.7% | +30.6% |
| 1Y | +43.0% | +28.0% | +15.0% | +27.9% |
| All | +43.0% | +29.2% | +13.8% | +27.9% |
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 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