+305.3%
XLV vs CNH
+59.0%
+246.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.7% |
| 7D | -3.7% | +1.8% | -5.5% | -4.1% |
| 30D | -1.1% | +32.6% | -33.7% | -6.5% |
| 3M | +8.2% | +29.4% | -21.2% | +2.4% |
| 6M | +8.9% | +26.0% | -17.1% | +3.1% |
| YTD | +8.5% | +52.2% | -43.7% | -1.3% |
| 1Y | +22.3% | +23.9% | -1.6% | +15.6% |
| 3Y | +32.6% | +10.1% | +22.5% | +25.7% |
| 5Y | +34.4% | +13.2% | +21.2% | +23.6% |
| 10Y | +175.4% | +160.7% | +14.7% | +101.4% |
| All | +305.3% | +59.0% | +246.3% | +213.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling