+49.2%
XEL vs CNH
+7.5%
+41.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.6% | +7.1% | +2.0% |
| 7D | +1.3% | +8.8% | -7.5% | +0.4% |
| 30D | -1.5% | +24.7% | -26.2% | -3.7% |
| 3M | -0.2% | +27.3% | -27.5% | -2.8% |
| 6M | -5.4% | +23.2% | -28.6% | -7.8% |
| YTD | +5.6% | +48.9% | -43.3% | +1.0% |
| 1Y | +10.5% | +19.4% | -8.9% | +7.9% |
| 3Y | +49.2% | +7.8% | +41.4% | +47.5% |
| All | +49.2% | +7.5% | +41.7% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling