+7.8%
CNH vs SPYG
+100.8%
-93.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.3% |
| 7D | +8.8% | +1.2% | +7.6% | +8.1% |
| 30D | +24.7% | -1.6% | +26.2% | +25.8% |
| 3M | +27.3% | +3.4% | +24.0% | +24.7% |
| 6M | +23.2% | +18.9% | +4.3% | +10.1% |
| YTD | +48.9% | +13.8% | +35.1% | +36.4% |
| 1Y | +19.4% | +20.6% | -1.2% | +5.1% |
| 3Y | +7.8% | +100.5% | -92.8% | -34.4% |
| All | +7.8% | +100.8% | -93.0% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling