+194.9%
SO vs CNH
+107.8%
+87.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +0.7% |
| 7D | -0.1% | +4.5% | -4.6% | -0.8% |
| 30D | +8.7% | +7.6% | +1.0% | +7.5% |
| 3M | +3.4% | +17.0% | -13.6% | +0.6% |
| 6M | +3.7% | +12.9% | -9.2% | +1.1% |
| YTD | +10.0% | +34.3% | -24.2% | +4.2% |
| 1Y | +6.6% | +28.5% | -21.9% | +1.4% |
| 3Y | +52.5% | +31.9% | +20.6% | +41.3% |
| 5Y | +76.1% | -9.6% | +85.7% | +70.1% |
| 10Y | +194.9% | +106.3% | +88.6% | +133.2% |
| All | +194.9% | +107.8% | +87.1% | +133.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling