+45.7%
CNH vs SPXU
-99.9%
+145.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.9% | +5.8% | +0.3% |
| 7D | +6.7% | +1.5% | +5.1% | +8.1% |
| 30D | +7.2% | +6.4% | +0.9% | +10.8% |
| 3M | +17.5% | +4.2% | +13.2% | +20.6% |
| 6M | +15.0% | -7.8% | +22.7% | +13.8% |
| YTD | +36.8% | -27.5% | +64.3% | +25.3% |
| 1Y | +27.6% | -27.1% | +54.8% | +17.6% |
| 3Y | +34.3% | -80.8% | +115.1% | -18.3% |
| 5Y | -12.2% | -84.1% | +71.9% | -40.3% |
| 10Y | +113.9% | -99.5% | +213.4% | -43.3% |
| All | +45.7% | -99.9% | +145.5% | -71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling