+374.3%
XLI vs CNH
+64.7%
+309.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.6% | -1.0% |
| 7D | -1.1% | +23.3% | -24.3% | -8.2% |
| 30D | -5.9% | +33.5% | -39.4% | -15.4% |
| 3M | -0.3% | +32.7% | -33.0% | -10.5% |
| 6M | +0.1% | +22.2% | -22.0% | -8.1% |
| YTD | +13.6% | +57.7% | -44.1% | -5.0% |
| 1Y | +17.2% | +28.0% | -10.8% | +5.0% |
| 3Y | +68.2% | +11.5% | +56.7% | +53.4% |
| 5Y | +80.7% | +11.9% | +68.9% | +59.5% |
| 10Y | +253.3% | +162.8% | +90.5% | +121.6% |
| All | +374.3% | +64.7% | +309.7% | +211.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling