+228.0%
XLI vs CNH
+107.8%
+120.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +1.5% |
| 7D | -1.5% | +4.5% | -6.0% | -3.2% |
| 30D | -0.3% | +7.6% | -7.9% | -3.3% |
| 3M | -8.4% | +17.0% | -25.3% | -14.9% |
| 6M | -2.1% | +12.9% | -15.0% | -8.7% |
| YTD | +9.6% | +34.3% | -24.6% | -5.1% |
| 1Y | +10.7% | +28.5% | -17.9% | -2.8% |
| 3Y | +71.6% | +31.9% | +39.7% | +43.4% |
| 5Y | +70.8% | -9.6% | +80.4% | +59.9% |
| 10Y | +228.0% | +106.3% | +121.7% | +116.6% |
| All | +228.0% | +107.8% | +120.1% | +116.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling