+166.9%
XLE vs CNH
-17.7%
+184.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +5.4% | +3.0% | +2.4% | +4.4% |
| 30D | -3.9% | -0.6% | -3.4% | -4.1% |
| 3M | +7.0% | +14.6% | -7.6% | +2.1% |
| 6M | +14.2% | +11.8% | +2.5% | +8.4% |
| YTD | +48.2% | +30.4% | +17.7% | +31.7% |
| 1Y | +47.7% | +19.1% | +28.6% | +35.2% |
| 3Y | +70.0% | +30.2% | +39.8% | +44.8% |
| All | +166.9% | -17.7% | +184.6% | +159.8% |
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