+66.5%
SU vs CNH
+20.2%
+46.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.7% | -0.3% |
| 7D | +1.7% | -2.5% | +4.1% | +1.5% |
| 30D | +9.6% | +27.0% | -17.4% | +11.3% |
| 3M | +11.7% | +32.6% | -20.9% | +13.6% |
| 6M | +21.9% | +23.6% | -1.7% | +24.4% |
| YTD | +58.6% | +47.8% | +10.8% | +58.1% |
| 1Y | +66.5% | +21.3% | +45.3% | +72.4% |
| All | +66.5% | +20.2% | +46.3% | +72.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling