+186.8%
SO vs CNH
+134.0%
+52.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.9% | -9.6% | -0.1% |
| 7D | -1.1% | +8.6% | -9.7% | -2.2% |
| 30D | +8.6% | +12.6% | -4.0% | +6.8% |
| 3M | +1.8% | +17.5% | -15.7% | -0.9% |
| 6M | +3.6% | +18.1% | -14.5% | +0.4% |
| YTD | +9.9% | +40.4% | -30.4% | +3.5% |
| 1Y | +5.7% | +34.0% | -28.3% | +0.1% |
| 3Y | +52.5% | +35.3% | +17.2% | +41.0% |
| 5Y | +77.3% | -5.1% | +82.4% | +70.2% |
| 10Y | +186.8% | +124.0% | +62.8% | +131.1% |
| All | +186.8% | +134.0% | +52.8% | +131.1% |
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