+573.2%
SPMO vs CNH
+169.2%
+404.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.5% | +0.6% |
| 7D | +2.0% | +23.3% | -21.3% | -3.2% |
| 30D | -0.4% | +33.5% | -33.8% | -7.5% |
| 3M | -1.9% | +32.7% | -34.6% | -9.0% |
| 6M | +25.0% | +22.2% | +2.9% | +17.7% |
| YTD | +26.0% | +57.7% | -31.7% | +11.0% |
| 1Y | +28.7% | +28.0% | +0.7% | +19.1% |
| 3Y | +160.9% | +11.5% | +149.4% | +144.2% |
| 5Y | +147.9% | +11.9% | +136.0% | +127.1% |
| 10Y | +518.9% | +162.8% | +356.1% | +375.0% |
| All | +573.2% | +169.2% | +404.1% | +422.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling