+61.0%
XLC vs CNH
+7.0%
+54.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.3% | 0.0% |
| 7D | +4.9% | -1.7% | +6.6% | +5.1% |
| 30D | -5.8% | -7.2% | +1.4% | -4.9% |
| 3M | -5.4% | +6.5% | -12.0% | -6.8% |
| 6M | -10.2% | +7.9% | -18.0% | -11.9% |
| YTD | -10.2% | +26.6% | -36.8% | -15.1% |
| 1Y | -5.6% | +13.8% | -19.4% | -9.1% |
| 3Y | +61.0% | +9.2% | +51.8% | +56.6% |
| All | +61.0% | +7.0% | +54.0% | +56.6% |
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