+264.0%
SPOT vs CNH
+60.2%
+203.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.0% | -7.2% | -4.1% |
| 7D | -0.9% | +23.3% | -24.2% | -5.8% |
| 30D | +12.5% | +33.5% | -21.0% | +4.7% |
| 3M | +9.9% | +32.7% | -22.8% | +1.8% |
| 6M | +1.6% | +22.2% | -20.6% | -4.8% |
| YTD | -6.6% | +57.7% | -64.3% | -18.8% |
| 1Y | -22.9% | +28.0% | -50.9% | -29.2% |
| 3Y | +244.3% | +11.5% | +232.7% | +218.4% |
| 5Y | +117.8% | +11.9% | +105.9% | +97.2% |
| All | +264.0% | +60.2% | +203.9% | +175.0% |
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