+311.1%
SPOT vs CNH
+32.5%
+278.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | +1.6% | +3.0% | -1.4% | +0.7% |
| 30D | +16.9% | -0.6% | +17.5% | +16.9% |
| 3M | +23.0% | +14.6% | +8.3% | +18.0% |
| 6M | +42.2% | +11.8% | +30.4% | +35.7% |
| YTD | +5.5% | +30.4% | -24.9% | -4.7% |
| 1Y | -5.1% | +19.1% | -24.1% | -12.1% |
| 3Y | +257.9% | +30.2% | +227.7% | +208.5% |
| 5Y | +118.4% | -17.8% | +136.2% | +112.2% |
| All | +311.1% | +32.5% | +278.7% | +222.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling