+10.0%
CNH vs SPXU
-79.8%
+89.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +2.7% |
| 7D | +1.8% | +1.3% | +0.6% | +2.3% |
| 30D | +32.6% | +5.1% | +27.5% | +35.1% |
| 3M | +29.4% | -9.1% | +38.6% | +26.3% |
| 6M | +26.0% | -29.6% | +55.6% | +13.5% |
| YTD | +52.2% | -27.7% | +79.9% | +39.0% |
| 1Y | +23.9% | -37.0% | +60.8% | +8.7% |
| All | +10.0% | -79.8% | +89.8% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling