+20.4%
XLV vs CNH
+22.0%
-1.6%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -3.6% | -5.7% | +2.1% | -3.0% |
| 30D | -1.8% | +26.6% | -28.4% | -4.1% |
| 3M | +7.8% | +31.1% | -23.3% | +4.7% |
| 6M | +9.1% | +24.9% | -15.8% | +6.4% |
| YTD | +7.7% | +48.7% | -41.0% | +2.6% |
| 1Y | +20.4% | +22.2% | -1.8% | +15.1% |
| All | +20.4% | +22.0% | -1.6% | +15.1% |
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 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