+28.0%
CNH vs SPXU
-40.4%
+68.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.8% | +4.5% |
| 7D | +23.3% | -0.1% | +23.4% | +23.2% |
| 30D | +33.5% | +0.8% | +32.6% | +33.9% |
| 3M | +32.7% | -4.7% | +37.4% | +31.6% |
| 6M | +22.2% | -29.6% | +51.8% | +7.9% |
| YTD | +57.7% | -29.9% | +87.6% | +39.2% |
| 1Y | +28.0% | -39.1% | +67.1% | +12.5% |
| All | +28.0% | -40.4% | +68.4% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 1y: compounded portfolio wealth divided by compounded SPXU 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…
1y analysis · Full analysis span regression · 6 months rolling