-17.6%
CNH vs SPYG
+67.3%
-84.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.1% |
| 7D | +3.0% | +2.3% | +0.7% | +1.5% |
| 30D | -0.6% | -6.5% | +5.9% | +4.0% |
| 3M | +14.6% | -6.8% | +21.5% | +20.1% |
| 6M | +11.8% | -3.1% | +14.9% | +13.6% |
| YTD | +30.4% | +8.0% | +22.4% | +22.0% |
| 1Y | +19.1% | +10.2% | +8.8% | +9.6% |
| 3Y | +30.2% | +91.0% | -60.8% | -23.4% |
| All | -17.6% | +67.3% | -84.9% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling