+142.5%
XLC vs CNH
+74.6%
+67.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.2% | -2.2% |
| 7D | -0.8% | +23.3% | -24.1% | -6.1% |
| 30D | +1.0% | +33.5% | -32.4% | -6.5% |
| 3M | -0.7% | +32.7% | -33.4% | -8.3% |
| 6M | -5.1% | +22.2% | -27.3% | -11.1% |
| YTD | -4.3% | +57.7% | -62.0% | -16.7% |
| 1Y | -0.6% | +28.0% | -28.5% | -8.6% |
| 3Y | +72.7% | +11.5% | +61.2% | +60.7% |
| 5Y | +38.0% | +11.9% | +26.1% | +24.5% |
| All | +142.5% | +74.6% | +67.9% | +77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling