+167.7%
XLB vs CNH
+134.0%
+33.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.9% | -9.0% | -2.1% |
| 7D | -1.4% | +8.6% | -9.9% | -4.5% |
| 30D | +7.1% | +12.6% | -5.5% | +2.1% |
| 3M | +0.6% | +17.5% | -16.9% | -6.7% |
| 6M | +3.5% | +18.1% | -14.6% | -5.1% |
| YTD | +18.2% | +40.4% | -22.2% | +0.5% |
| 1Y | +25.6% | +34.0% | -8.4% | +8.4% |
| 3Y | +46.7% | +35.3% | +11.4% | +21.4% |
| 5Y | +30.9% | -5.1% | +36.0% | +21.3% |
| 10Y | +167.7% | +124.0% | +43.7% | +74.7% |
| All | +167.7% | +134.0% | +33.8% | +74.7% |
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