+218.0%
XLE vs CNH
+11.5%
+206.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -4.9% | -1.9% |
| 7D | +2.2% | +23.3% | -21.1% | -3.5% |
| 30D | +11.8% | +33.5% | -21.7% | +3.0% |
| 3M | +9.8% | +32.7% | -22.9% | +0.7% |
| 6M | +15.6% | +22.2% | -6.6% | +7.6% |
| YTD | +45.3% | +57.7% | -12.4% | +23.5% |
| 1Y | +48.3% | +28.0% | +20.3% | +35.0% |
| 3Y | +55.4% | +11.5% | +43.9% | +45.1% |
| All | +218.0% | +11.5% | +206.5% | +175.5% |
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