+40.4%
XLB vs CNH
+7.0%
+33.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.5% |
| 7D | -1.5% | -1.7% | +0.2% | -1.1% |
| 30D | +6.1% | -7.2% | +13.3% | +8.0% |
| 3M | 0.0% | +6.5% | -6.5% | -2.7% |
| 6M | 0.0% | +7.9% | -7.9% | -3.7% |
| YTD | +16.0% | +26.6% | -10.6% | +5.9% |
| 1Y | +24.7% | +13.8% | +11.0% | +17.2% |
| 3Y | +40.4% | +9.2% | +31.2% | +31.2% |
| All | +40.4% | +7.0% | +33.3% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling