+82.8%
XLI vs CNH
+7.1%
+75.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.1% | +1.2% |
| 7D | +1.0% | +8.8% | -7.8% | -1.8% |
| 30D | -5.8% | +24.7% | -30.5% | -12.5% |
| 3M | +0.7% | +27.3% | -26.6% | -7.4% |
| 6M | +3.2% | +23.2% | -20.0% | -4.7% |
| YTD | +13.0% | +48.9% | -35.9% | -2.0% |
| 1Y | +16.8% | +19.4% | -2.6% | +8.3% |
| 3Y | +72.4% | +7.8% | +64.7% | +61.3% |
| 5Y | +82.8% | +8.7% | +74.0% | +64.4% |
| All | +82.8% | +7.1% | +75.6% | +64.4% |
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