+191.8%
SU vs CNH
+64.7%
+127.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -2.4% |
| 7D | +3.6% | +23.3% | -19.7% | -5.5% |
| 30D | +7.9% | +33.5% | -25.6% | -5.3% |
| 3M | +3.5% | +32.7% | -29.2% | -10.1% |
| 6M | +19.0% | +22.2% | -3.2% | +5.1% |
| YTD | +55.0% | +57.7% | -2.7% | +21.0% |
| 1Y | +71.2% | +28.0% | +43.2% | +46.3% |
| 3Y | +117.4% | +11.5% | +105.9% | +89.6% |
| 5Y | +335.2% | +11.9% | +323.3% | +267.2% |
| 10Y | +248.7% | +162.8% | +86.0% | +91.1% |
| All | +191.8% | +64.7% | +127.1% | +64.0% |
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