+120.7%
XLK vs CNH
+9.4%
+111.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.5% |
| 7D | +2.3% | +1.8% | +0.5% | +1.9% |
| 30D | +0.8% | +32.6% | -31.8% | -5.6% |
| 3M | +4.1% | +29.4% | -25.4% | -2.3% |
| 6M | +34.8% | +26.0% | +8.8% | +26.7% |
| YTD | +30.8% | +52.2% | -21.4% | +16.6% |
| 1Y | +42.4% | +23.9% | +18.5% | +33.7% |
| All | +120.7% | +9.4% | +111.3% | +106.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling