+161.0%
XLB vs CNH
+165.6%
-4.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.4% | -1.9% |
| 7D | -1.4% | +23.3% | -24.7% | -9.1% |
| 30D | -0.4% | +33.5% | -33.8% | -11.2% |
| 3M | +2.0% | +32.7% | -30.8% | -9.4% |
| 6M | +1.8% | +22.2% | -20.3% | -7.4% |
| YTD | +16.6% | +57.7% | -41.1% | -4.4% |
| 1Y | +16.9% | +28.0% | -11.0% | +3.6% |
| 3Y | +32.6% | +11.5% | +21.0% | +19.9% |
| 5Y | +35.6% | +11.9% | +23.8% | +18.6% |
| All | +161.0% | +165.6% | -4.7% | +52.9% |
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