+447.8%
SN vs CNH
-11.2%
+459.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +3.0% |
| 7D | +1.5% | +3.0% | -1.5% | +0.2% |
| 30D | +21.5% | -0.6% | +22.1% | +21.4% |
| 3M | +20.0% | +14.6% | +5.4% | +10.8% |
| 6M | +119.9% | +11.8% | +108.2% | +102.3% |
| YTD | +102.3% | +30.4% | +71.9% | +72.0% |
| 1Y | +148.0% | +19.1% | +128.9% | +119.8% |
| 3Y | +450.0% | +30.2% | +419.8% | +378.5% |
| All | +447.8% | -11.2% | +459.0% | +438.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling