-4.8%
SPOT vs CNH
+31.1%
-35.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.6% |
| 7D | -3.0% | +6.7% | -9.6% | -2.5% |
| 30D | +15.2% | +7.2% | +8.0% | +15.6% |
| 3M | +21.6% | +17.5% | +4.1% | +23.9% |
| 6M | +45.2% | +15.0% | +30.2% | +48.5% |
| YTD | +4.9% | +36.8% | -31.9% | +3.7% |
| 1Y | -4.8% | +27.6% | -32.4% | -4.4% |
| All | -4.8% | +31.1% | -35.8% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling