+350.4%
SU vs CNH
+12.3%
+338.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.0% |
| 7D | +1.6% | +1.8% | -0.3% | +0.9% |
| 30D | +10.7% | +32.6% | -21.9% | +0.7% |
| 3M | +13.5% | +29.4% | -15.9% | +3.0% |
| 6M | +21.8% | +26.0% | -4.2% | +10.0% |
| YTD | +58.8% | +52.2% | +6.6% | +31.9% |
| 1Y | +72.0% | +23.9% | +48.2% | +54.9% |
| 3Y | +121.7% | +10.1% | +111.6% | +103.0% |
| 5Y | +350.4% | +13.2% | +337.3% | +268.4% |
| All | +350.4% | +12.3% | +338.1% | +268.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling