+68.0%
CNH vs XYL
+350.1%
-282.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.0% | +6.1% | +5.4% |
| 7D | +23.3% | -5.0% | +28.3% | +27.3% |
| 30D | +33.5% | -13.2% | +46.7% | +46.2% |
| 3M | +32.7% | -3.7% | +36.4% | +35.8% |
| 6M | +22.2% | -17.7% | +39.9% | +39.1% |
| YTD | +57.7% | -21.5% | +79.2% | +84.1% |
| 1Y | +28.0% | -24.5% | +52.5% | +53.0% |
| 3Y | +11.5% | +6.9% | +4.6% | +3.9% |
| 5Y | +11.9% | -18.1% | +29.9% | +21.7% |
| 10Y | +162.8% | +134.7% | +28.1% | +49.6% |
| All | +68.0% | +350.1% | -282.2% | -19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling