+26.9%
XLV vs CNH
+29.2%
-2.3%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.1% | -1.4% |
| 7D | +0.2% | +23.3% | -23.1% | -1.8% |
| 30D | +4.4% | +33.5% | -29.0% | +1.5% |
| 3M | +13.2% | +32.7% | -19.5% | +10.0% |
| 6M | +10.1% | +22.2% | -12.1% | +8.1% |
| YTD | +11.7% | +57.7% | -46.0% | +5.9% |
| 1Y | +26.9% | +28.0% | -1.1% | +20.5% |
| All | +26.9% | +29.2% | -2.3% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling