-9.3%
SSPC vs CNH
+18.4%
-27.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +10.9% | -22.8% | -6.8% |
| 7D | -13.9% | +8.6% | -22.5% | -9.0% |
| 30D | +14.3% | +12.6% | +1.8% | +21.7% |
| 3M | -35.2% | +17.5% | -52.7% | -25.2% |
| All | -9.3% | +18.4% | -27.7% | +9.9% |
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 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 · Available span rolling