-4.1%
XLY vs CNH
+22.0%
-26.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | -1.7% | -5.7% | +4.0% | -0.9% |
| 30D | -4.2% | +26.6% | -30.7% | -8.0% |
| 3M | -2.7% | +31.1% | -33.8% | -7.4% |
| 6M | -0.6% | +24.9% | -25.5% | -5.3% |
| YTD | -5.0% | +48.7% | -53.7% | -13.3% |
| 1Y | -4.1% | +22.2% | -26.3% | -10.8% |
| All | -4.1% | +22.0% | -26.1% | -10.8% |
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