+73.6%
XLF vs CNH
+9.4%
+64.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.8% |
| 7D | -1.0% | +1.8% | -2.9% | -1.4% |
| 30D | -1.3% | +32.6% | -33.9% | -6.4% |
| 3M | +9.1% | +29.4% | -20.3% | +3.6% |
| 6M | +14.4% | +26.0% | -11.6% | +8.7% |
| YTD | +5.1% | +52.2% | -47.1% | -4.7% |
| 1Y | +8.6% | +23.9% | -15.2% | +3.1% |
| All | +73.6% | +9.4% | +64.2% | +67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling