+294.6%
SO vs CNH
+40.2%
+254.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +0.6% |
| 7D | -0.1% | +4.5% | -4.6% | -0.7% |
| 30D | +8.7% | +7.6% | +1.0% | +7.6% |
| 3M | +3.4% | +17.0% | -13.6% | +1.0% |
| 6M | +3.7% | +12.9% | -9.2% | +1.4% |
| YTD | +10.0% | +34.3% | -24.2% | +5.0% |
| 1Y | +6.6% | +28.5% | -21.9% | +2.1% |
| 3Y | +52.5% | +31.9% | +20.6% | +43.1% |
| 5Y | +76.1% | -9.6% | +85.7% | +71.0% |
| 10Y | +194.9% | +106.3% | +88.6% | +142.3% |
| All | +294.6% | +40.2% | +254.4% | +237.4% |
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