+248.8%
XLU vs CNH
+64.7%
+184.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -0.4% |
| 7D | +0.8% | +23.3% | -22.5% | -2.2% |
| 30D | -1.3% | +33.5% | -34.8% | -5.5% |
| 3M | -1.3% | +32.7% | -34.1% | -5.6% |
| 6M | -7.6% | +22.2% | -29.8% | -10.9% |
| YTD | +2.3% | +57.7% | -55.4% | -5.1% |
| 1Y | +5.8% | +28.0% | -22.2% | +1.0% |
| 3Y | +50.5% | +11.5% | +39.0% | +44.4% |
| 5Y | +44.1% | +11.9% | +32.3% | +35.8% |
| 10Y | +138.2% | +162.8% | -24.6% | +87.7% |
| All | +248.8% | +64.7% | +184.1% | +185.1% |
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