+37.7%
XLC vs CNH
+11.5%
+26.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.2% | -2.1% |
| 7D | -0.8% | +23.3% | -24.1% | -5.4% |
| 30D | +1.0% | +33.5% | -32.4% | -5.5% |
| 3M | -0.7% | +32.7% | -33.4% | -7.3% |
| 6M | -5.1% | +22.2% | -27.3% | -10.2% |
| YTD | -4.3% | +57.7% | -62.0% | -15.4% |
| 1Y | -0.6% | +28.0% | -28.5% | -7.5% |
| 3Y | +72.7% | +11.5% | +61.2% | +63.6% |
| All | +37.7% | +11.5% | +26.2% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling