+112.6%
SPOT vs CNH
+12.3%
+100.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.5% |
| 7D | -6.5% | +1.8% | -8.3% | -6.9% |
| 30D | +2.2% | +32.6% | -30.4% | -3.8% |
| 3M | +5.4% | +29.4% | -24.0% | -0.9% |
| 6M | -4.0% | +26.0% | -30.0% | -9.9% |
| YTD | -9.9% | +52.2% | -62.2% | -20.5% |
| 1Y | -27.3% | +23.9% | -51.1% | -32.0% |
| 3Y | +236.4% | +10.1% | +226.3% | +216.9% |
| 5Y | +112.6% | +13.2% | +99.4% | +94.6% |
| All | +112.6% | +12.3% | +100.3% | +94.6% |
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