+35.7%
XLV vs CNH
+8.2%
+27.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.8% |
| 3M | +8.9% | +32.6% | -23.8% | +4.1% |
| 6M | +9.1% | +23.6% | -14.5% | +5.1% |
| YTD | +7.9% | +47.8% | -39.9% | +1.0% |
| 1Y | +22.7% | +21.3% | +1.5% | +18.1% |
| 3Y | +31.9% | +7.0% | +24.9% | +27.8% |
| All | +35.7% | +8.2% | +27.5% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling