+22.2%
CNH vs XYL
-21.4%
+43.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | -5.7% | +1.2% | -6.9% | -6.5% |
| 30D | +26.6% | -11.9% | +38.5% | +37.6% |
| 3M | +31.1% | -1.5% | +32.6% | +31.8% |
| 6M | +24.9% | -11.9% | +36.8% | +34.3% |
| YTD | +48.7% | -20.6% | +69.3% | +65.6% |
| 1Y | +22.2% | -23.5% | +45.7% | +37.4% |
| All | +22.2% | -21.4% | +43.6% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling