+189.7%
SW vs CNH
+122.7%
+67.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.2% | +4.1% |
| 7D | +12.1% | +6.5% | +5.6% | +10.1% |
| 30D | +6.6% | -12.0% | +18.5% | +10.2% |
| 3M | -6.0% | +4.4% | -10.4% | -7.9% |
| 6M | +21.5% | +15.7% | +5.8% | +15.7% |
| YTD | +20.3% | +28.2% | -7.9% | +11.8% |
| 1Y | +28.1% | +14.8% | +13.4% | +22.2% |
| 3Y | +51.6% | +8.3% | +43.3% | +44.7% |
| 5Y | -0.1% | -15.2% | +15.1% | -2.1% |
| 10Y | +189.7% | +122.0% | +67.7% | +128.4% |
| All | +189.7% | +122.7% | +67.1% | +128.4% |
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 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