+126.8%
SU vs CNH
+30.2%
+96.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.6% | +1.0% |
| 7D | +0.3% | +6.4% | -6.1% | -0.7% |
| 30D | -7.9% | -1.6% | -6.2% | -7.8% |
| 3M | +9.2% | +11.6% | -2.4% | +6.7% |
| 6M | +5.5% | +12.5% | -7.1% | +2.1% |
| YTD | +59.5% | +31.1% | +28.4% | +46.1% |
| 1Y | +59.9% | +17.0% | +42.9% | +51.3% |
| All | +126.8% | +30.2% | +96.6% | +90.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling