+7.8%
CNH vs SPXS
-80.2%
+88.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.6% | -7.2% | -5.0% |
| 7D | +8.8% | -1.5% | +10.3% | +8.3% |
| 30D | +24.7% | +3.7% | +21.0% | +26.3% |
| 3M | +27.3% | -9.6% | +36.9% | +24.0% |
| 6M | +23.2% | -32.4% | +55.5% | +9.4% |
| YTD | +48.9% | -28.7% | +77.6% | +35.4% |
| 1Y | +19.4% | -38.1% | +57.5% | +4.1% |
| 3Y | +7.8% | -80.1% | +87.9% | -31.5% |
| All | +7.8% | -80.2% | +88.0% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 3y: compounded portfolio wealth divided by compounded SPXS 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…
3y analysis · Full analysis span regression · 6 months rolling