+127.1%
XRT vs CNH
+165.6%
-38.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.1% | -0.6% |
| 7D | +0.8% | +23.3% | -22.5% | -7.3% |
| 30D | -4.2% | +33.5% | -37.6% | -14.9% |
| 3M | +5.1% | +32.7% | -27.6% | -7.1% |
| 6M | +2.4% | +22.2% | -19.8% | -7.3% |
| YTD | +3.2% | +57.7% | -54.5% | -16.1% |
| 1Y | +1.5% | +28.0% | -26.5% | -10.5% |
| 3Y | +40.6% | +11.5% | +29.0% | +27.4% |
| 5Y | -1.0% | +11.9% | -12.8% | -12.7% |
| All | +127.1% | +165.6% | -38.5% | +31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling