+312.6%
SPYM vs CNH
+107.0%
+205.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.8% | +0.8% |
| 7D | +3.3% | +6.4% | -3.1% | +1.3% |
| 30D | -2.6% | -1.6% | -1.0% | -2.5% |
| 3M | -1.7% | +11.6% | -13.3% | -5.9% |
| 6M | +3.1% | +12.5% | -9.4% | -2.3% |
| YTD | +12.0% | +31.1% | -19.1% | +0.3% |
| 1Y | +12.1% | +17.0% | -4.9% | +3.8% |
| 3Y | +78.5% | +28.7% | +49.8% | +55.3% |
| 5Y | +73.8% | -17.4% | +91.3% | +69.3% |
| All | +312.6% | +107.0% | +205.6% | +198.7% |
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 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