+31.0%
XLV vs CNH
+6.3%
+24.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.2% |
| 7D | -4.4% | -2.5% | -1.9% | -4.1% |
| 30D | -1.4% | +27.0% | -28.4% | -4.3% |
| 3M | +8.9% | +32.6% | -23.8% | +4.9% |
| 6M | +9.1% | +23.6% | -14.5% | +5.8% |
| YTD | +7.9% | +47.8% | -39.9% | +2.1% |
| 1Y | +22.7% | +21.3% | +1.5% | +18.9% |
| All | +31.0% | +6.3% | +24.8% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling