+135.9%
XLU vs CNH
+158.6%
-22.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -1.6% | -5.7% | +4.1% | -0.8% |
| 30D | -3.3% | +26.6% | -29.9% | -7.1% |
| 3M | -3.2% | +31.1% | -34.2% | -7.6% |
| 6M | -7.0% | +24.9% | -31.8% | -11.0% |
| YTD | +0.6% | +48.7% | -48.1% | -6.6% |
| 1Y | +2.4% | +22.2% | -19.8% | -2.0% |
| 3Y | +46.3% | +7.4% | +38.8% | +40.4% |
| 5Y | +44.0% | +10.8% | +33.1% | +34.5% |
| All | +135.9% | +158.6% | -22.7% | +78.7% |
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