+311.5%
SPY vs CNH
+152.9%
+158.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.0% | +1.0% |
| 7D | +0.5% | +8.8% | -8.3% | -2.0% |
| 30D | -0.9% | +24.7% | -25.6% | -7.5% |
| 3M | +3.9% | +27.3% | -23.5% | -4.1% |
| 6M | +14.5% | +23.2% | -8.6% | +6.0% |
| YTD | +12.9% | +48.9% | -36.0% | -1.8% |
| 1Y | +19.4% | +19.4% | 0.0% | +10.7% |
| 3Y | +78.5% | +7.8% | +70.7% | +65.9% |
| 5Y | +81.8% | +8.7% | +73.0% | +63.5% |
| 10Y | +311.5% | +149.5% | +162.0% | +169.0% |
| All | +311.5% | +152.9% | +158.6% | +169.0% |
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 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