+151.5%
SPMO vs CNH
+12.3%
+139.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.7% |
| 7D | +2.7% | +1.8% | +0.9% | +2.2% |
| 30D | +1.1% | +32.6% | -31.6% | -6.5% |
| 3M | +2.0% | +29.4% | -27.4% | -5.3% |
| 6M | +26.5% | +26.0% | +0.6% | +17.7% |
| YTD | +26.5% | +52.2% | -25.7% | +11.3% |
| 1Y | +27.9% | +23.9% | +4.1% | +18.8% |
| 3Y | +160.4% | +10.1% | +150.2% | +144.3% |
| 5Y | +151.5% | +13.2% | +138.3% | +123.6% |
| All | +151.5% | +12.3% | +139.2% | +123.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling