+8.7%
CNH vs XYL
-14.7%
+23.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.0% | -8.5% | -7.3% |
| 7D | +8.8% | +1.8% | +7.0% | +7.4% |
| 30D | +24.7% | -9.2% | +33.9% | +31.8% |
| 3M | +27.3% | -0.3% | +27.6% | +27.2% |
| 6M | +23.2% | -11.0% | +34.1% | +32.0% |
| YTD | +48.9% | -19.2% | +68.1% | +68.2% |
| 1Y | +19.4% | -21.2% | +40.6% | +36.7% |
| 3Y | +7.8% | +18.6% | -10.9% | -4.4% |
| 5Y | +8.7% | -14.3% | +23.0% | +7.8% |
| All | +8.7% | -14.7% | +23.4% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling