+326.5%
XLY vs CNH
+54.4%
+272.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.4% | +0.4% |
| 7D | -3.9% | -2.5% | -1.4% | -3.3% |
| 30D | -6.1% | +27.0% | -33.1% | -13.0% |
| 3M | -1.2% | +32.6% | -33.8% | -10.0% |
| 6M | -1.8% | +23.6% | -25.4% | -9.3% |
| YTD | -5.9% | +47.8% | -53.7% | -18.0% |
| 1Y | -3.1% | +21.3% | -24.4% | -10.7% |
| 3Y | +36.0% | +7.0% | +29.0% | +27.0% |
| 5Y | +27.6% | +10.2% | +17.4% | +15.9% |
| 10Y | +216.8% | +153.2% | +63.6% | +120.3% |
| All | +326.5% | +54.4% | +272.1% | +211.5% |
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