+68.0%
CNH vs SPG
+173.3%
-105.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.5% |
| 7D | +23.3% | -2.4% | +25.7% | +24.5% |
| 30D | +33.5% | -6.8% | +40.3% | +37.4% |
| 3M | +32.7% | +2.7% | +30.0% | +31.0% |
| 6M | +22.2% | +5.5% | +16.7% | +19.2% |
| YTD | +57.7% | +15.7% | +42.0% | +48.0% |
| 1Y | +28.0% | +20.9% | +7.1% | +17.7% |
| 3Y | +11.5% | +112.4% | -100.9% | -19.7% |
| 5Y | +11.9% | +101.4% | -89.5% | -18.6% |
| 10Y | +162.8% | +60.6% | +102.1% | +92.1% |
| All | +68.0% | +173.3% | -105.3% | -3.5% |
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