+8.7%
CNH vs SPY
+81.8%
-73.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.0% | -5.0% |
| 7D | +8.8% | +0.5% | +8.3% | +8.2% |
| 30D | +24.7% | -0.9% | +25.6% | +25.9% |
| 3M | +27.3% | +3.9% | +23.5% | +22.4% |
| 6M | +23.2% | +14.5% | +8.6% | +6.6% |
| YTD | +48.9% | +12.9% | +36.0% | +30.8% |
| 1Y | +19.4% | +19.4% | 0.0% | -1.3% |
| 3Y | +7.8% | +78.5% | -70.7% | -42.8% |
| 5Y | +8.7% | +81.8% | -73.0% | -43.6% |
| All | +8.7% | +81.8% | -73.0% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling