+348.6%
XEL vs CNH
+36.2%
+312.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +2.4% | +3.0% | -0.6% | +2.0% |
| 30D | +8.3% | -0.6% | +8.9% | +8.2% |
| 3M | +4.2% | +14.6% | -10.5% | +2.1% |
| 6M | +3.7% | +11.8% | -8.0% | +1.7% |
| YTD | +13.1% | +30.4% | -17.4% | +8.7% |
| 1Y | +5.0% | +19.1% | -14.1% | +1.9% |
| 3Y | +55.0% | +30.2% | +24.8% | +47.0% |
| 5Y | +51.8% | -17.8% | +69.6% | +49.6% |
| 10Y | +185.6% | +103.9% | +81.7% | +139.2% |
| All | +348.6% | +36.2% | +312.4% | +293.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling