+78.7%
SO vs CNH
-17.7%
+96.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.2% |
| 7D | +1.4% | +3.0% | -1.7% | +1.1% |
| 30D | +4.7% | -0.6% | +5.3% | +4.7% |
| 3M | +1.7% | +14.6% | -12.9% | +0.2% |
| 6M | +2.2% | +11.8% | -9.6% | +0.6% |
| YTD | +10.0% | +30.4% | -20.5% | +6.6% |
| 1Y | +6.0% | +19.1% | -13.0% | +3.6% |
| 3Y | +54.1% | +30.2% | +23.9% | +46.4% |
| All | +78.7% | -17.7% | +96.4% | +76.7% |
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