+45.7%
CNH vs XYL
+305.1%
-259.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +3.0% |
| 7D | +6.7% | -5.9% | +12.5% | +11.0% |
| 30D | +7.2% | -7.3% | +14.5% | +11.0% |
| 3M | +17.5% | -22.5% | +40.0% | +36.4% |
| 6M | +15.0% | -14.4% | +29.4% | +25.1% |
| YTD | +36.8% | -29.4% | +66.2% | +68.3% |
| 1Y | +27.6% | -35.6% | +63.2% | +67.0% |
| 3Y | +34.3% | +0.3% | +34.1% | +28.8% |
| 5Y | -12.2% | -22.3% | +10.1% | -2.6% |
| 10Y | +113.9% | +103.2% | +10.6% | +30.9% |
| All | +45.7% | +305.1% | -259.4% | -26.0% |
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