+46.1%
XEL vs CNH
-9.2%
+55.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +0.3% |
| 7D | +1.7% | +4.5% | -2.8% | +1.2% |
| 30D | +8.6% | +7.6% | +1.0% | +7.7% |
| 3M | +5.1% | +17.0% | -11.9% | +3.0% |
| 6M | +2.5% | +12.9% | -10.4% | +0.6% |
| YTD | +11.0% | +34.3% | -23.3% | +6.7% |
| 1Y | +2.7% | +28.5% | -25.8% | -0.8% |
| 3Y | +49.7% | +31.9% | +17.9% | +42.2% |
| 5Y | +46.1% | -9.6% | +55.7% | +41.0% |
| All | +46.1% | -9.2% | +55.4% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling