+466.0%
SPYM vs CNH
+64.7%
+401.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.4% | -1.4% |
| 7D | +0.1% | +23.3% | -23.2% | -5.5% |
| 30D | +0.1% | +33.5% | -33.4% | -7.7% |
| 3M | +2.0% | +32.7% | -30.7% | -6.1% |
| 6M | +13.1% | +22.2% | -9.1% | +5.6% |
| YTD | +13.6% | +57.7% | -44.1% | -1.4% |
| 1Y | +20.1% | +28.0% | -7.9% | +10.0% |
| 3Y | +77.6% | +11.5% | +66.0% | +64.7% |
| 5Y | +82.5% | +11.9% | +70.7% | +65.1% |
| 10Y | +317.6% | +162.8% | +154.8% | +187.0% |
| All | +466.0% | +64.7% | +401.3% | +298.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling