+459.6%
SPYM vs CNH
+42.8%
+416.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +0.8% |
| 7D | -0.9% | +6.7% | -7.6% | -2.7% |
| 30D | -2.4% | +7.2% | -9.6% | -4.4% |
| 3M | -1.1% | +17.5% | -18.6% | -6.3% |
| 6M | +3.3% | +15.0% | -11.6% | -2.2% |
| YTD | +12.4% | +36.8% | -24.4% | +0.6% |
| 1Y | +12.5% | +27.6% | -15.1% | +2.5% |
| 3Y | +79.1% | +34.3% | +44.8% | +56.6% |
| 5Y | +75.7% | -12.2% | +87.9% | +68.9% |
| 10Y | +313.9% | +113.9% | +200.0% | +197.1% |
| All | +459.6% | +42.8% | +416.8% | +306.9% |
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