+72.7%
SPYM vs CNH
-6.4%
+79.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +10.9% | -8.6% | -0.1% |
| 7D | +0.1% | +8.6% | -8.5% | -1.9% |
| 30D | -3.3% | +12.6% | -15.9% | -6.1% |
| 3M | -2.4% | +17.5% | -19.9% | -6.9% |
| 6M | +2.6% | +18.1% | -15.5% | -2.9% |
| YTD | +11.3% | +40.4% | -29.1% | -0.3% |
| 1Y | +13.5% | +34.0% | -20.5% | +2.8% |
| 3Y | +80.3% | +35.3% | +45.0% | +57.7% |
| 5Y | +72.7% | -5.1% | +77.8% | +63.5% |
| All | +72.7% | -6.4% | +79.1% | +63.5% |
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