+82.3%
SPYM vs CNH
+7.1%
+75.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +5.0% | +0.8% |
| 7D | +0.6% | +8.8% | -8.2% | -1.6% |
| 30D | -0.9% | +24.7% | -25.6% | -6.5% |
| 3M | +3.9% | +27.3% | -23.4% | -2.8% |
| 6M | +14.5% | +23.2% | -8.6% | +7.4% |
| YTD | +13.0% | +48.9% | -35.9% | +0.2% |
| 1Y | +19.4% | +19.4% | 0.0% | +12.2% |
| 3Y | +78.9% | +7.8% | +71.1% | +69.2% |
| 5Y | +82.3% | +8.7% | +73.6% | +66.0% |
| All | +82.3% | +7.1% | +75.2% | +66.0% |
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 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