+13.2%
CNH vs SPXS
-85.7%
+98.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +2.7% |
| 7D | +1.8% | +1.2% | +0.6% | +2.3% |
| 30D | +32.6% | +5.2% | +27.5% | +35.1% |
| 3M | +29.4% | -9.2% | +38.6% | +26.2% |
| 6M | +26.0% | -29.6% | +55.6% | +13.4% |
| YTD | +52.2% | -27.6% | +79.8% | +39.1% |
| 1Y | +23.9% | -36.7% | +60.6% | +8.7% |
| 3Y | +10.1% | -79.8% | +90.0% | -29.1% |
| 5Y | +13.2% | -85.9% | +99.0% | -24.6% |
| All | +13.2% | -85.7% | +98.9% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling