-1.2%
XRT vs CNH
+20.6%
-21.8%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.6% | +3.4% | -1.0% |
| 7D | -0.3% | +8.8% | -9.1% | -2.1% |
| 30D | -5.6% | +24.7% | -30.3% | -10.2% |
| 3M | +2.5% | +27.3% | -24.8% | -3.3% |
| 6M | +3.7% | +23.2% | -19.5% | -2.0% |
| YTD | +1.0% | +48.9% | -48.0% | -10.6% |
| 1Y | -1.2% | +19.4% | -20.6% | -7.3% |
| All | -1.2% | +20.6% | -21.8% | -7.3% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling