+141.1%
XRT vs CNH
+113.9%
+27.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.8% |
| 7D | -1.4% | +6.7% | -8.1% | -4.0% |
| 30D | +9.8% | +7.2% | +2.6% | +6.5% |
| 3M | +3.3% | +17.5% | -14.2% | -4.5% |
| 6M | +13.6% | +15.0% | -1.4% | +4.9% |
| YTD | +9.1% | +36.8% | -27.7% | -7.2% |
| 1Y | +15.1% | +27.6% | -12.6% | +0.5% |
| 3Y | +59.9% | +34.3% | +25.6% | +33.4% |
| 5Y | -1.7% | -12.2% | +10.5% | -5.6% |
| 10Y | +141.1% | +113.9% | +27.3% | +61.7% |
| All | +141.1% | +113.9% | +27.3% | +61.7% |
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