+185.4%
SW vs CNH
+110.7%
+74.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -0.4% |
| 7D | +4.7% | -0.4% | +5.0% | +4.7% |
| 30D | +5.0% | -15.2% | +20.2% | +9.7% |
| 3M | -7.3% | +4.3% | -11.6% | -9.2% |
| 6M | +15.0% | +10.1% | +4.9% | +11.0% |
| YTD | +18.5% | +23.2% | -4.7% | +11.3% |
| 1Y | +27.1% | +8.5% | +18.6% | +23.1% |
| 3Y | +49.3% | +4.1% | +45.3% | +44.1% |
| 5Y | -1.6% | -17.8% | +16.2% | -2.7% |
| All | +185.4% | +110.7% | +74.7% | +126.4% |
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