-4.1%
XLC vs CNH
+33.2%
-37.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.9% | -8.4% | +1.6% |
| 7D | +7.1% | +8.6% | -1.5% | +6.3% |
| 30D | -2.7% | +12.6% | -15.3% | -3.7% |
| 3M | -3.2% | +17.5% | -20.7% | -4.7% |
| 6M | -7.7% | +18.1% | -25.7% | -9.0% |
| YTD | -8.0% | +40.4% | -48.4% | -11.1% |
| All | -4.1% | +33.2% | -37.2% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling