+308.8%
SPOT vs CNH
+42.6%
+266.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.9% | -9.9% | -1.5% |
| 7D | +2.5% | +8.6% | -6.0% | +0.5% |
| 30D | +15.1% | +12.6% | +2.6% | +11.9% |
| 3M | +24.8% | +17.5% | +7.3% | +19.1% |
| 6M | +45.8% | +18.1% | +27.7% | +37.6% |
| YTD | +4.9% | +40.4% | -35.5% | -6.8% |
| 1Y | -1.3% | +34.0% | -35.3% | -11.2% |
| 3Y | +257.7% | +35.3% | +222.4% | +206.7% |
| 5Y | +118.5% | -5.1% | +123.6% | +105.1% |
| All | +308.8% | +42.6% | +266.2% | +215.6% |
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