+152.6%
XRT vs CNH
+134.0%
+18.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +10.9% | -7.2% | -0.4% |
| 7D | +2.5% | +8.6% | -6.1% | -0.8% |
| 30D | +10.3% | +12.6% | -2.2% | +5.2% |
| 3M | +2.4% | +17.5% | -15.1% | -5.3% |
| 6M | +10.0% | +18.1% | -8.1% | +0.5% |
| YTD | +9.5% | +40.4% | -30.8% | -7.6% |
| 1Y | +17.2% | +34.0% | -16.8% | +0.5% |
| 3Y | +62.0% | +35.3% | +26.7% | +34.8% |
| 5Y | -2.1% | -5.1% | +3.0% | -8.7% |
| 10Y | +152.6% | +124.0% | +28.5% | +66.6% |
| All | +152.6% | +134.0% | +18.6% | +66.6% |
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