+223.8%
XLP vs CNH
+28.6%
+195.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.2% | -0.2% |
| 7D | +3.5% | -0.4% | +3.8% | +3.5% |
| 30D | +11.6% | -15.2% | +26.8% | +14.1% |
| 3M | +7.6% | +4.3% | +3.4% | +6.5% |
| 6M | +10.0% | +10.1% | 0.0% | +7.5% |
| YTD | +19.7% | +23.2% | -3.5% | +14.6% |
| 1Y | +23.5% | +8.5% | +15.0% | +20.3% |
| 3Y | +44.0% | +4.1% | +39.9% | +38.6% |
| 5Y | +42.7% | -17.8% | +60.5% | +40.2% |
| 10Y | +131.3% | +113.3% | +18.0% | +85.6% |
| All | +223.8% | +28.6% | +195.1% | +171.8% |
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