+425.4%
SN vs CNH
-16.1%
+441.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +3.0% | +0.5% |
| 7D | +3.8% | -0.4% | +4.2% | +3.9% |
| 30D | +17.5% | -15.2% | +32.8% | +24.6% |
| 3M | +19.2% | +4.3% | +15.0% | +14.4% |
| 6M | +84.9% | +10.1% | +74.9% | +70.3% |
| YTD | +94.0% | +23.2% | +70.8% | +68.8% |
| 1Y | +151.3% | +8.5% | +142.8% | +131.3% |
| 3Y | +387.1% | +4.1% | +383.0% | +352.8% |
| All | +425.4% | -16.1% | +441.5% | +428.7% |
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