+43.4%
XRT vs CNH
+7.5%
+35.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.6% | +3.4% | -0.4% |
| 7D | -0.3% | +8.8% | -9.1% | -3.2% |
| 30D | -5.6% | +24.7% | -30.3% | -12.8% |
| 3M | +2.5% | +27.3% | -24.8% | -6.5% |
| 6M | +3.7% | +23.2% | -19.5% | -5.0% |
| YTD | +1.0% | +48.9% | -48.0% | -14.7% |
| 1Y | -1.2% | +19.4% | -20.6% | -9.1% |
| 3Y | +43.4% | +7.8% | +35.6% | +31.5% |
| All | +43.4% | +7.5% | +35.9% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling