+49.5%
CNH vs SPG
+207.3%
-157.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.0% | +8.9% | +10.0% |
| 7D | +8.6% | +5.1% | +3.5% | +6.3% |
| 30D | +12.6% | +16.8% | -4.3% | +5.4% |
| 3M | +17.5% | +5.7% | +11.9% | +14.6% |
| 6M | +18.1% | +17.8% | +0.3% | +9.9% |
| YTD | +40.4% | +30.1% | +10.3% | +25.3% |
| 1Y | +34.0% | +32.8% | +1.2% | +18.6% |
| 3Y | +35.3% | +137.2% | -101.9% | -7.1% |
| 5Y | -5.1% | +81.5% | -86.6% | -28.4% |
| 10Y | +124.0% | +116.5% | +7.5% | +44.5% |
| All | +49.5% | +207.3% | -157.8% | -18.3% |
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