+13.1%
CNH vs SPG
+102.5%
-89.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.6% |
| 7D | +23.3% | -2.4% | +25.7% | +24.9% |
| 30D | +33.5% | -6.8% | +40.3% | +38.8% |
| 3M | +32.7% | +2.7% | +30.0% | +30.3% |
| 6M | +22.2% | +5.5% | +16.7% | +18.1% |
| YTD | +57.7% | +15.7% | +42.0% | +44.5% |
| 1Y | +28.0% | +20.9% | +7.1% | +14.0% |
| 3Y | +11.5% | +112.4% | -100.9% | -30.6% |
| All | +13.1% | +102.5% | -89.4% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling