+67.6%
SPY vs CNH
-14.7%
+82.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.4% | -0.3% |
| 7D | -2.7% | -1.7% | -1.0% | -2.3% |
| 30D | -5.4% | -7.2% | +1.8% | -3.9% |
| 3M | -4.1% | +6.5% | -10.6% | -6.5% |
| 6M | +0.7% | +7.9% | -7.2% | -2.7% |
| YTD | +8.7% | +26.6% | -17.9% | -0.4% |
| 1Y | +10.9% | +13.8% | -2.9% | +4.5% |
| 3Y | +75.0% | +9.2% | +65.8% | +61.9% |
| All | +67.6% | -14.7% | +82.3% | +62.7% |
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