+101.4%
XLP vs CNH
+162.8%
-61.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -1.4% |
| 7D | -1.0% | +23.3% | -24.3% | -4.2% |
| 30D | -0.9% | +33.5% | -34.3% | -5.4% |
| 3M | +3.8% | +32.7% | -28.9% | -1.1% |
| 6M | -1.7% | +22.2% | -23.9% | -5.5% |
| YTD | +10.3% | +57.7% | -47.4% | +1.6% |
| 1Y | +7.8% | +28.0% | -20.2% | +2.5% |
| 3Y | +27.2% | +11.5% | +15.7% | +21.7% |
| 5Y | +32.5% | +11.9% | +20.7% | +24.0% |
| All | +101.4% | +162.8% | -61.4% | +52.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling