+226.2%
XLP vs CNH
+33.9%
+192.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.5% | +3.4% |
| 7D | +5.9% | +6.5% | -0.6% | +4.9% |
| 30D | +13.5% | -12.0% | +25.4% | +15.4% |
| 3M | +8.4% | +4.4% | +4.0% | +7.2% |
| 6M | +11.5% | +15.7% | -4.1% | +8.2% |
| YTD | +20.6% | +28.2% | -7.6% | +14.8% |
| 1Y | +24.3% | +14.8% | +9.5% | +20.1% |
| 3Y | +45.1% | +8.3% | +36.7% | +38.9% |
| 5Y | +44.6% | -15.2% | +59.8% | +41.5% |
| 10Y | +133.1% | +122.0% | +11.0% | +86.0% |
| All | +226.2% | +33.9% | +192.3% | +172.3% |
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