+140.5%
XLE vs CNH
+28.6%
+111.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.9% | +1.0% | -1.5% |
| 7D | -10.3% | -0.4% | -9.9% | -10.2% |
| 30D | -3.3% | -15.2% | +11.9% | +2.6% |
| 3M | +8.2% | +4.3% | +3.9% | +4.8% |
| 6M | +5.0% | +10.1% | -5.0% | -2.2% |
| YTD | +40.6% | +23.2% | +17.4% | +22.6% |
| 1Y | +45.0% | +8.5% | +36.5% | +32.9% |
| 3Y | +56.3% | +4.1% | +52.3% | +39.6% |
| 5Y | +152.2% | -17.8% | +170.1% | +140.8% |
| 10Y | +173.0% | +113.3% | +59.7% | +64.8% |
| All | +140.5% | +28.6% | +111.9% | +51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling