+32.9%
XLV vs CNH
+15.2%
+17.7%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.2% | +3.1% |
| 7D | +5.5% | +6.5% | -0.9% | +5.0% |
| 30D | +13.3% | -12.0% | +25.3% | +14.5% |
| 3M | +17.4% | +4.4% | +13.1% | +16.6% |
| 6M | +32.1% | +15.7% | +16.4% | +29.0% |
| YTD | +24.0% | +28.2% | -4.2% | +18.8% |
| 1Y | +32.9% | +14.8% | +18.1% | +30.0% |
| All | +32.9% | +15.2% | +17.7% | +30.0% |
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