+68.0%
CNH vs SPYG
+633.6%
-565.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.2% | +4.2% |
| 7D | +23.3% | +0.4% | +22.9% | +22.9% |
| 30D | +33.5% | -0.4% | +33.9% | +33.8% |
| 3M | +32.7% | +0.5% | +32.2% | +31.6% |
| 6M | +22.2% | +17.5% | +4.7% | +5.4% |
| YTD | +57.7% | +14.3% | +43.3% | +38.8% |
| 1Y | +28.0% | +21.7% | +6.3% | +6.0% |
| 3Y | +11.5% | +98.6% | -87.1% | -42.9% |
| 5Y | +11.9% | +85.1% | -73.2% | -39.6% |
| 10Y | +162.8% | +412.0% | -249.2% | -50.8% |
| All | +68.0% | +633.6% | -565.6% | -76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling