+17.2%
XLI vs CNH
+29.2%
-12.0%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.6% | -0.5% |
| 7D | -1.1% | +23.3% | -24.3% | -5.9% |
| 30D | -5.9% | +33.5% | -39.4% | -12.5% |
| 3M | -0.3% | +32.7% | -33.0% | -7.4% |
| 6M | +0.1% | +22.2% | -22.0% | -5.5% |
| YTD | +13.6% | +57.7% | -44.1% | +1.1% |
| 1Y | +17.2% | +28.0% | -10.8% | +8.8% |
| All | +17.2% | +29.2% | -12.0% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling