+357.9%
XLI vs CNH
+40.2%
+317.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +1.4% |
| 7D | -1.5% | +4.5% | -6.0% | -3.1% |
| 30D | -0.3% | +7.6% | -7.9% | -3.1% |
| 3M | -8.4% | +17.0% | -25.3% | -14.4% |
| 6M | -2.1% | +12.9% | -15.0% | -8.2% |
| YTD | +9.6% | +34.3% | -24.6% | -3.9% |
| 1Y | +10.7% | +28.5% | -17.9% | -1.7% |
| 3Y | +71.6% | +31.9% | +39.7% | +46.2% |
| 5Y | +70.8% | -9.6% | +80.4% | +61.4% |
| 10Y | +228.0% | +106.3% | +121.7% | +120.0% |
| All | +357.9% | +40.2% | +317.7% | +215.6% |
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 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