+42.0%
XLP vs CNH
-14.7%
+56.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.0% | -1.6% |
| 7D | +0.7% | -1.7% | +2.4% | +0.9% |
| 30D | +10.3% | -7.2% | +17.5% | +11.0% |
| 3M | +6.5% | +6.5% | 0.0% | +5.4% |
| 6M | +8.4% | +7.9% | +0.5% | +6.8% |
| YTD | +18.2% | +26.6% | -8.4% | +13.9% |
| 1Y | +22.4% | +13.8% | +8.7% | +19.4% |
| 3Y | +41.9% | +9.2% | +32.7% | +37.0% |
| All | +42.0% | -14.7% | +56.7% | +40.1% |
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