+368.8%
SNXX vs CNH
+26.5%
+342.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.6% | -7.7% | -7.4% |
| 7D | -12.0% | -5.7% | -6.3% | -9.4% |
| 30D | +37.9% | +26.6% | +11.4% | +22.2% |
| 3M | -52.7% | +31.1% | -83.7% | -58.6% |
| 6M | +194.8% | +24.9% | +169.9% | +169.7% |
| All | +368.8% | +26.5% | +342.3% | +390.8% |
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