+147.8%
SW vs CNH
+162.8%
-15.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.8% | +0.1% |
| 7D | -5.1% | +23.3% | -28.4% | -10.7% |
| 30D | -4.6% | +33.5% | -38.0% | -12.3% |
| 3M | +9.4% | +32.7% | -23.3% | +0.7% |
| 6M | +3.5% | +22.2% | -18.7% | -2.8% |
| YTD | +22.0% | +57.7% | -35.7% | +7.5% |
| 1Y | +2.2% | +28.0% | -25.8% | -5.4% |
| 3Y | +19.6% | +11.5% | +8.1% | +12.5% |
| 5Y | -2.3% | +11.9% | -14.2% | -10.5% |
| All | +147.8% | +162.8% | -15.0% | +81.9% |
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