+13.2%
CNH vs SPXU
-85.9%
+99.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +26.2% |
| 6M | +26.0% | -29.6% | +55.6% | +13.4% |
| YTD | +52.2% | -27.7% | +79.9% | +39.0% |
| 1Y | +23.9% | -37.0% | +60.8% | +8.5% |
| 3Y | +10.1% | -80.2% | +90.3% | -29.6% |
| 5Y | +13.2% | -86.0% | +99.2% | -25.0% |
| All | +13.2% | -85.9% | +99.0% | -25.0% |
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