+10.0%
CNH vs XYL
+16.4%
-6.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.9% |
| 7D | +1.8% | +0.8% | +1.0% | +1.0% |
| 30D | +32.6% | -10.8% | +43.5% | +42.6% |
| 3M | +29.4% | -2.5% | +32.0% | +31.1% |
| 6M | +26.0% | -12.2% | +38.2% | +36.7% |
| YTD | +52.2% | -20.1% | +72.3% | +74.0% |
| 1Y | +23.9% | -20.6% | +44.5% | +41.9% |
| All | +10.0% | +16.4% | -6.4% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling