+1,144.4%
XLK vs CNH
+36.2%
+1,108.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | +3.4% | +3.0% | +0.3% | +2.4% |
| 30D | -10.6% | -0.6% | -10.0% | -10.7% |
| 3M | -10.6% | +14.6% | -25.3% | -15.2% |
| 6M | -3.5% | +11.8% | -15.2% | -8.3% |
| YTD | +18.7% | +30.4% | -11.7% | +6.5% |
| 1Y | +19.4% | +19.1% | +0.4% | +10.1% |
| 3Y | +94.5% | +30.2% | +64.3% | +69.8% |
| 5Y | +111.2% | -17.8% | +129.0% | +107.1% |
| 10Y | +707.2% | +103.9% | +603.3% | +480.6% |
| All | +1,144.4% | +36.2% | +1,108.2% | +815.9% |
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