+36.5%
CNH vs SPXS
-80.8%
+117.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.9% | +5.8% | +0.5% |
| 7D | +6.7% | +1.5% | +5.2% | +7.9% |
| 30D | +7.2% | +6.3% | +0.9% | +10.3% |
| 3M | +17.5% | +4.2% | +13.3% | +20.2% |
| 6M | +15.0% | -7.9% | +22.9% | +13.8% |
| YTD | +36.8% | -27.5% | +64.3% | +26.0% |
| 1Y | +27.6% | -27.0% | +54.7% | +18.3% |
| All | +36.5% | -80.8% | +117.3% | -20.5% |
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