+49.9%
XLE vs CNH
+15.2%
+34.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.2% | -4.6% | -4.7% |
| 7D | -7.2% | +6.5% | -13.7% | -7.1% |
| 30D | +0.1% | -12.0% | +12.1% | -0.2% |
| 3M | +9.2% | +4.4% | +4.8% | +9.7% |
| 6M | +8.4% | +15.7% | -7.3% | +9.1% |
| YTD | +44.9% | +28.2% | +16.7% | +45.0% |
| 1Y | +49.9% | +14.8% | +35.1% | +49.3% |
| All | +49.9% | +15.2% | +34.6% | +49.3% |
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