+1,267.0%
XLK vs CNH
+64.7%
+1,202.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | -0.5% |
| 7D | +0.9% | +23.3% | -22.4% | -5.3% |
| 30D | +0.7% | +33.5% | -32.7% | -7.9% |
| 3M | -2.9% | +32.7% | -35.7% | -11.4% |
| 6M | +34.3% | +22.2% | +12.1% | +24.6% |
| YTD | +30.4% | +57.7% | -27.3% | +11.5% |
| 1Y | +43.4% | +28.0% | +15.4% | +30.2% |
| 3Y | +116.8% | +11.5% | +105.3% | +99.9% |
| 5Y | +144.0% | +11.9% | +132.2% | +119.7% |
| 10Y | +778.8% | +162.8% | +616.0% | +494.2% |
| All | +1,267.0% | +64.7% | +1,202.3% | +858.9% |
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