+115.2%
CNH vs SPG
+115.6%
-0.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | +6.7% | +2.7% | +3.9% | +5.5% |
| 30D | +7.2% | +16.6% | -9.3% | +0.5% |
| 3M | +17.5% | +8.1% | +9.4% | +13.5% |
| 6M | +15.0% | +19.3% | -4.4% | +6.3% |
| YTD | +36.8% | +31.1% | +5.7% | +21.7% |
| 1Y | +27.6% | +32.8% | -5.1% | +12.9% |
| 3Y | +34.3% | +135.8% | -101.5% | -7.6% |
| 5Y | -12.2% | +85.1% | -97.3% | -34.4% |
| All | +115.2% | +115.6% | -0.3% | +39.6% |
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