+49.5%
CNH vs SPY
+459.1%
-409.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.4% | +8.5% | +8.1% |
| 7D | +8.6% | +0.1% | +8.5% | +8.6% |
| 30D | +12.6% | -3.3% | +15.9% | +17.0% |
| 3M | +17.5% | -2.4% | +19.9% | +20.6% |
| 6M | +18.1% | +2.6% | +15.5% | +14.5% |
| YTD | +40.4% | +11.2% | +29.1% | +23.8% |
| 1Y | +34.0% | +13.4% | +20.6% | +15.5% |
| 3Y | +35.3% | +79.9% | -44.6% | -33.2% |
| 5Y | -5.1% | +72.2% | -77.3% | -50.5% |
| 10Y | +124.0% | +307.3% | -183.3% | -57.4% |
| All | +49.5% | +459.1% | -409.6% | -78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling