+259.2%
XLU vs CNH
+36.2%
+223.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +2.1% | +3.0% | -0.9% | +1.6% |
| 30D | +5.6% | -0.6% | +6.1% | +5.5% |
| 3M | +0.7% | +14.6% | -13.9% | -1.8% |
| 6M | -0.1% | +11.8% | -11.8% | -2.5% |
| YTD | +5.3% | +30.4% | -25.1% | 0.0% |
| 1Y | +2.2% | +19.1% | -16.9% | -1.8% |
| 3Y | +61.6% | +30.2% | +31.4% | +50.8% |
| 5Y | +53.6% | -17.8% | +71.4% | +51.0% |
| 10Y | +162.3% | +103.9% | +58.3% | +112.7% |
| All | +259.2% | +36.2% | +223.0% | +200.4% |
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