+68.0%
CNH vs SPY
+470.7%
-402.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.5% |
| 7D | +23.3% | +0.1% | +23.2% | +23.1% |
| 30D | +33.5% | +0.1% | +33.4% | +33.2% |
| 3M | +32.7% | +2.0% | +30.7% | +29.7% |
| 6M | +22.2% | +13.0% | +9.2% | +6.0% |
| YTD | +57.7% | +13.5% | +44.1% | +35.9% |
| 1Y | +28.0% | +20.0% | +8.0% | +3.2% |
| 3Y | +11.5% | +77.2% | -65.7% | -43.8% |
| 5Y | +11.9% | +81.9% | -70.0% | -45.3% |
| 10Y | +162.8% | +314.1% | -151.3% | -50.8% |
| All | +68.0% | +470.7% | -402.7% | -76.7% |
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