+154.0%
XEL vs CNH
+157.1%
-3.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.2% |
| 7D | +0.9% | +1.8% | -0.9% | +0.6% |
| 30D | -0.9% | +32.6% | -33.5% | -4.4% |
| 3M | -1.4% | +29.4% | -30.8% | -4.8% |
| 6M | -5.8% | +26.0% | -31.8% | -9.0% |
| YTD | +4.7% | +52.2% | -47.5% | -1.3% |
| 1Y | +9.1% | +23.9% | -14.8% | +5.3% |
| 3Y | +47.8% | +10.1% | +37.7% | +42.9% |
| 5Y | +29.0% | +13.2% | +15.9% | +22.1% |
| 10Y | +154.0% | +160.7% | -6.7% | +103.3% |
| All | +154.0% | +157.1% | -3.1% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling