+433.2%
SNXX vs CNH
+26.7%
+406.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.6% | +2.9% |
| 7D | +26.7% | +8.8% | +17.9% | +22.0% |
| 30D | +90.7% | +24.7% | +66.0% | +70.3% |
| 3M | -30.9% | +27.3% | -58.2% | -39.0% |
| 6M | +409.9% | +23.2% | +386.8% | +364.6% |
| All | +433.2% | +26.7% | +406.6% | +457.2% |
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 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