+158.9%
SN vs CNH
+15.2%
+143.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.1% |
| 7D | +10.6% | +6.5% | +4.2% | +9.1% |
| 30D | +20.0% | -12.0% | +32.0% | +23.1% |
| 3M | +30.4% | +4.4% | +26.0% | +26.6% |
| 6M | +91.0% | +15.7% | +75.3% | +75.8% |
| YTD | +95.9% | +28.2% | +67.7% | +77.1% |
| 1Y | +158.9% | +14.8% | +144.1% | +142.2% |
| All | +158.9% | +15.2% | +143.7% | +142.2% |
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