+54.6%
XLE vs CNH
+9.6%
+45.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -4.9% | -1.5% |
| 7D | +2.2% | +23.3% | -21.1% | -1.4% |
| 30D | +11.8% | +33.5% | -21.7% | +6.2% |
| 3M | +9.8% | +32.7% | -22.9% | +4.1% |
| 6M | +15.6% | +22.2% | -6.6% | +11.2% |
| YTD | +45.3% | +57.7% | -12.4% | +30.0% |
| 1Y | +48.3% | +28.0% | +20.3% | +40.2% |
| All | +54.6% | +9.6% | +45.1% | +50.9% |
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 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