+148.5%
XLE vs CNH
+64.7%
+83.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -4.9% | -2.4% |
| 7D | +2.2% | +23.3% | -21.1% | -6.1% |
| 30D | +11.8% | +33.5% | -21.7% | -0.9% |
| 3M | +9.8% | +32.7% | -22.9% | -3.5% |
| 6M | +15.6% | +22.2% | -6.6% | +3.3% |
| YTD | +45.3% | +57.7% | -12.4% | +16.0% |
| 1Y | +48.3% | +28.0% | +20.3% | +28.6% |
| 3Y | +55.4% | +11.5% | +43.9% | +37.5% |
| 5Y | +216.1% | +11.9% | +204.2% | +168.1% |
| 10Y | +178.4% | +162.8% | +15.6% | +55.4% |
| All | +148.5% | +64.7% | +83.8% | +43.7% |
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