+448.1%
SN vs CNH
-8.6%
+456.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.1% | +0.3% |
| 7D | +7.6% | +4.5% | +3.0% | +5.6% |
| 30D | +22.4% | +7.6% | +14.8% | +18.8% |
| 3M | +21.7% | +17.0% | +4.7% | +11.5% |
| 6M | +102.8% | +12.9% | +89.9% | +86.3% |
| YTD | +102.4% | +34.3% | +68.2% | +70.2% |
| 1Y | +139.0% | +28.5% | +110.4% | +104.8% |
| 3Y | +440.4% | +31.9% | +408.5% | +367.0% |
| All | +448.1% | -8.6% | +456.7% | +433.2% |
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 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