+133.1%
XLC vs CNH
+55.4%
+77.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.9% | -8.4% | -0.2% |
| 7D | +7.1% | +8.6% | -1.5% | +4.8% |
| 30D | -2.7% | +12.6% | -15.3% | -5.8% |
| 3M | -3.2% | +17.5% | -20.7% | -8.0% |
| 6M | -7.7% | +18.1% | -25.7% | -12.9% |
| YTD | -8.0% | +40.4% | -48.4% | -18.0% |
| 1Y | -3.1% | +34.0% | -37.0% | -12.6% |
| 3Y | +64.9% | +35.3% | +29.6% | +43.8% |
| 5Y | +39.5% | -5.1% | +44.6% | +31.0% |
| All | +133.1% | +55.4% | +77.7% | +74.4% |
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