+145.6%
XLK vs CNH
+8.8%
+136.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.6% |
| 7D | -0.4% | -2.5% | +2.1% | +0.2% |
| 30D | -0.5% | +27.0% | -27.5% | -7.6% |
| 3M | +5.0% | +32.6% | -27.6% | -4.1% |
| 6M | +32.9% | +23.6% | +9.3% | +23.0% |
| YTD | +29.0% | +47.8% | -18.9% | +12.1% |
| 1Y | +37.8% | +21.3% | +16.6% | +27.4% |
| 3Y | +118.7% | +7.0% | +111.7% | +105.3% |
| 5Y | +145.6% | +10.2% | +135.4% | +120.5% |
| All | +145.6% | +8.8% | +136.8% | +120.5% |
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