+119.4%
SPMO vs CNH
+31.3%
+88.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | +0.7% |
| 7D | -2.6% | +4.5% | -7.2% | -3.5% |
| 30D | -14.2% | +7.6% | -21.9% | -15.6% |
| 3M | -12.7% | +17.0% | -29.7% | -16.3% |
| 6M | -9.6% | +12.9% | -22.5% | -13.0% |
| YTD | +9.3% | +34.3% | -25.0% | +0.5% |
| 1Y | +8.2% | +28.5% | -20.3% | +0.4% |
| 3Y | +119.4% | +31.9% | +87.5% | +102.2% |
| All | +119.4% | +31.3% | +88.1% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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