+13.2%
CNH vs SPYG
+83.9%
-70.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.5% |
| 7D | +1.8% | +0.3% | +1.5% | +1.6% |
| 30D | +32.6% | -1.7% | +34.3% | +34.1% |
| 3M | +29.4% | +3.6% | +25.8% | +26.0% |
| 6M | +26.0% | +16.6% | +9.4% | +12.3% |
| YTD | +52.2% | +13.4% | +38.8% | +38.1% |
| 1Y | +23.9% | +19.6% | +4.3% | +7.7% |
| 3Y | +10.1% | +99.8% | -89.6% | -37.1% |
| 5Y | +13.2% | +85.0% | -71.8% | -32.9% |
| All | +13.2% | +83.9% | -70.7% | -32.9% |
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