+149.5%
CNH vs SPG
+61.5%
+88.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.7% | -6.1% |
| 7D | +8.8% | 0.0% | +8.8% | +8.7% |
| 30D | +24.7% | -4.9% | +29.6% | +27.2% |
| 3M | +27.3% | +3.3% | +24.0% | +25.3% |
| 6M | +23.2% | +11.2% | +11.9% | +17.4% |
| YTD | +48.9% | +17.1% | +31.9% | +39.0% |
| 1Y | +19.4% | +21.6% | -2.2% | +9.5% |
| 3Y | +7.8% | +111.9% | -104.1% | -22.3% |
| 5Y | +8.7% | +106.9% | -98.2% | -21.8% |
| 10Y | +149.5% | +62.2% | +87.3% | +80.8% |
| All | +149.5% | +61.5% | +88.0% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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