+43.4%
XLK vs CNH
+29.2%
+14.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | +0.2% |
| 7D | +0.9% | +23.3% | -22.4% | -1.8% |
| 30D | +0.7% | +33.5% | -32.7% | -3.2% |
| 3M | -2.9% | +32.7% | -35.7% | -6.8% |
| 6M | +34.3% | +22.2% | +12.1% | +29.0% |
| YTD | +30.4% | +57.7% | -27.3% | +21.0% |
| 1Y | +43.4% | +28.0% | +15.4% | +38.0% |
| All | +43.4% | +29.2% | +14.1% | +38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling