+149.5%
CNH vs SPY
+311.3%
-161.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.0% | -4.9% |
| 7D | +8.8% | +0.5% | +8.3% | +8.2% |
| 30D | +24.7% | -0.9% | +25.6% | +26.0% |
| 3M | +27.3% | +3.9% | +23.5% | +21.9% |
| 6M | +23.2% | +14.5% | +8.6% | +5.2% |
| YTD | +48.9% | +12.9% | +36.0% | +29.2% |
| 1Y | +19.4% | +19.4% | 0.0% | -3.1% |
| 3Y | +7.8% | +78.5% | -70.7% | -46.3% |
| 5Y | +8.7% | +81.8% | -73.0% | -47.0% |
| 10Y | +149.5% | +311.5% | -162.0% | -57.2% |
| All | +149.5% | +311.3% | -161.8% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling