+68.0%
CNH vs SPXS
-99.9%
+167.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.8% | +4.6% |
| 7D | +23.3% | -0.1% | +23.4% | +23.3% |
| 30D | +33.5% | +0.8% | +32.6% | +33.9% |
| 3M | +32.7% | -4.7% | +37.4% | +31.7% |
| 6M | +22.2% | -29.6% | +51.8% | +9.1% |
| YTD | +57.7% | -29.8% | +87.5% | +41.3% |
| 1Y | +28.0% | -38.9% | +66.9% | +9.5% |
| 3Y | +11.5% | -79.6% | +91.2% | -30.5% |
| 5Y | +11.9% | -85.9% | +97.8% | -27.7% |
| 10Y | +162.8% | -99.5% | +262.3% | -31.1% |
| All | +68.0% | -99.9% | +167.8% | -67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling