-12.2%
CNH vs SPXU
-84.0%
+71.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.9% | +5.8% | +0.5% |
| 7D | +6.7% | +1.5% | +5.1% | +8.0% |
| 30D | +7.2% | +6.4% | +0.9% | +10.4% |
| 3M | +17.5% | +4.2% | +13.2% | +20.4% |
| 6M | +15.0% | -7.8% | +22.7% | +13.9% |
| YTD | +36.8% | -27.5% | +64.3% | +26.1% |
| 1Y | +27.6% | -27.1% | +54.8% | +18.4% |
| 3Y | +34.3% | -80.8% | +115.1% | -14.9% |
| 5Y | -12.2% | -84.1% | +71.9% | -38.7% |
| All | -12.2% | -84.0% | +71.7% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling