+179.2%
XLE vs CNH
+106.0%
+73.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +5.4% | +3.0% | +2.4% | +3.7% |
| 30D | -3.9% | -0.6% | -3.4% | -4.3% |
| 3M | +7.0% | +14.6% | -7.6% | -0.8% |
| 6M | +14.2% | +11.8% | +2.5% | +5.0% |
| YTD | +48.2% | +30.4% | +17.7% | +24.4% |
| 1Y | +47.7% | +19.1% | +28.6% | +28.9% |
| 3Y | +70.0% | +30.2% | +39.8% | +34.4% |
| 5Y | +169.1% | -17.8% | +187.0% | +155.9% |
| All | +179.2% | +106.0% | +73.2% | +64.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling