+505.5%
SPMO vs CNH
+123.7%
+381.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +1.0% |
| 7D | +9.8% | +6.4% | +3.4% | +8.1% |
| 30D | -9.2% | -1.6% | -7.5% | -9.0% |
| 3M | -11.0% | +11.6% | -22.5% | -14.1% |
| 6M | -6.6% | +12.5% | -19.2% | -10.6% |
| YTD | +13.3% | +31.1% | -17.7% | +3.8% |
| 1Y | +12.7% | +17.0% | -4.3% | +6.0% |
| 3Y | +127.5% | +28.7% | +98.8% | +104.4% |
| 5Y | +117.4% | -17.4% | +134.8% | +113.2% |
| 10Y | +469.5% | +105.0% | +364.5% | +354.7% |
| All | +505.5% | +123.7% | +381.7% | +388.6% |
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 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