+312.9%
XEL vs CNH
+64.7%
+248.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.9% | -1.2% |
| 7D | -1.0% | +23.3% | -24.2% | -3.3% |
| 30D | -1.9% | +33.5% | -35.4% | -5.1% |
| 3M | -1.9% | +32.7% | -34.6% | -5.2% |
| 6M | -7.4% | +22.2% | -29.6% | -10.0% |
| YTD | +4.1% | +57.7% | -53.6% | -1.7% |
| 1Y | +8.0% | +28.0% | -19.9% | +4.3% |
| 3Y | +48.4% | +11.5% | +36.9% | +43.7% |
| 5Y | +27.2% | +11.9% | +15.4% | +21.4% |
| 10Y | +146.8% | +162.8% | -16.0% | +102.1% |
| All | +312.9% | +64.7% | +248.2% | +255.8% |
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