+70.8%
XLI vs CNH
-9.2%
+80.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +1.2% |
| 7D | -1.5% | +4.5% | -6.0% | -2.9% |
| 30D | -0.3% | +7.6% | -7.9% | -2.7% |
| 3M | -8.4% | +17.0% | -25.3% | -13.8% |
| 6M | -2.1% | +12.9% | -15.0% | -7.5% |
| YTD | +9.6% | +34.3% | -24.6% | -2.6% |
| 1Y | +10.7% | +28.5% | -17.9% | -0.5% |
| 3Y | +71.6% | +31.9% | +39.7% | +48.2% |
| 5Y | +70.8% | -9.6% | +80.4% | +61.9% |
| All | +70.8% | -9.2% | +80.0% | +61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling