+289.0%
SO vs CNH
+32.2%
+256.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.8% | -1.4% |
| 7D | -1.5% | -1.7% | +0.2% | -1.3% |
| 30D | +8.1% | -7.2% | +15.3% | +8.9% |
| 3M | +0.2% | +6.5% | -6.3% | -1.0% |
| 6M | +0.4% | +7.9% | -7.5% | -1.2% |
| YTD | +8.5% | +26.6% | -18.1% | +4.3% |
| 1Y | +4.9% | +13.8% | -8.8% | +2.1% |
| 3Y | +47.9% | +9.2% | +38.7% | +42.2% |
| 5Y | +75.7% | -15.6% | +91.3% | +72.2% |
| 10Y | +178.0% | +119.2% | +58.8% | +128.6% |
| All | +289.0% | +32.2% | +256.9% | +235.2% |
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