+46.7%
XLU vs CNH
+6.3%
+40.5%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.7% |
| 7D | -1.2% | -2.5% | +1.3% | -1.0% |
| 30D | -2.5% | +27.0% | -29.5% | -5.2% |
| 3M | -2.7% | +32.6% | -35.4% | -6.0% |
| 6M | -7.5% | +23.6% | -31.0% | -10.1% |
| YTD | +0.9% | +47.8% | -46.9% | -4.2% |
| 1Y | +3.3% | +21.3% | -18.0% | +0.4% |
| All | +46.7% | +6.3% | +40.5% | +43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling