+265.7%
SU vs CNH
+157.1%
+108.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.7% | +1.1% |
| 7D | +1.7% | -2.5% | +4.1% | +2.6% |
| 30D | +9.6% | +27.0% | -17.4% | -2.3% |
| 3M | +11.7% | +32.6% | -20.9% | -3.8% |
| 6M | +21.9% | +23.6% | -1.7% | +6.1% |
| YTD | +58.6% | +47.8% | +10.8% | +25.3% |
| 1Y | +66.5% | +21.3% | +45.3% | +44.1% |
| 3Y | +121.4% | +7.0% | +114.5% | +94.3% |
| 5Y | +355.7% | +10.2% | +345.5% | +277.4% |
| All | +265.7% | +157.1% | +108.6% | +95.2% |
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