+404.4%
SNXX vs CNH
+25.7%
+378.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.9% | -5.1% | -6.4% |
| 7D | +16.8% | -2.5% | +19.2% | +18.7% |
| 30D | +65.3% | +27.0% | +38.3% | +46.2% |
| 3M | -34.8% | +32.6% | -67.4% | -43.1% |
| 6M | +255.1% | +23.6% | +231.6% | +225.7% |
| All | +404.4% | +25.7% | +378.6% | +429.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling