+105.2%
CNH vs SPYG
+393.2%
-288.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.3% |
| 7D | +3.0% | +2.3% | +0.7% | +1.2% |
| 30D | -0.6% | -6.5% | +5.9% | +5.0% |
| 3M | +14.6% | -6.8% | +21.5% | +21.2% |
| 6M | +11.8% | -3.1% | +14.9% | +13.9% |
| YTD | +30.4% | +8.0% | +22.4% | +20.4% |
| 1Y | +19.1% | +10.2% | +8.8% | +7.8% |
| 3Y | +30.2% | +91.0% | -60.8% | -30.6% |
| 5Y | -17.8% | +67.7% | -85.6% | -50.9% |
| All | +105.2% | +393.2% | -288.0% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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