+34.8%
CNH vs SPG
+201.2%
-166.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +1.9% | +2.4% |
| 7D | -1.7% | +4.9% | -6.6% | -3.7% |
| 30D | -7.2% | +15.6% | -22.8% | -12.8% |
| 3M | +6.5% | +4.1% | +2.5% | +4.5% |
| 6M | +7.9% | +13.6% | -5.7% | +1.9% |
| YTD | +26.6% | +27.5% | -1.0% | +13.9% |
| 1Y | +13.8% | +32.2% | -18.5% | +0.7% |
| 3Y | +9.2% | +126.0% | -116.8% | -23.5% |
| 5Y | -15.6% | +74.7% | -90.3% | -35.4% |
| 10Y | +119.2% | +112.8% | +6.4% | +42.3% |
| All | +34.8% | +201.2% | -166.4% | -25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling