+149.9%
XLE vs CNH
-14.7%
+164.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.7% |
| 7D | -12.0% | -1.7% | -10.3% | -11.6% |
| 30D | -2.7% | -7.2% | +4.5% | -1.1% |
| 3M | +6.6% | +6.5% | 0.0% | +3.8% |
| 6M | +9.5% | +7.9% | +1.7% | +5.2% |
| YTD | +40.6% | +26.6% | +14.0% | +26.3% |
| 1Y | +43.6% | +13.8% | +29.8% | +33.3% |
| 3Y | +58.1% | +9.2% | +48.9% | +43.9% |
| All | +149.9% | -14.7% | +164.6% | +137.0% |
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