+72.6%
SPY vs CNH
-17.7%
+90.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +2.6% | +3.0% | -0.4% | +1.7% |
| 30D | -2.0% | -0.6% | -1.4% | -2.1% |
| 3M | -2.8% | +14.6% | -17.4% | -7.0% |
| 6M | +2.1% | +11.8% | -9.6% | -2.3% |
| YTD | +11.5% | +30.4% | -18.9% | +1.3% |
| 1Y | +13.5% | +19.1% | -5.6% | +5.6% |
| 3Y | +77.7% | +30.2% | +47.5% | +56.0% |
| All | +72.6% | -17.7% | +90.2% | +69.7% |
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