+0.3%
XRT vs CNH
+11.5%
-11.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.1% | -0.5% |
| 7D | +0.8% | +23.3% | -22.5% | -7.2% |
| 30D | -4.2% | +33.5% | -37.6% | -14.8% |
| 3M | +5.1% | +32.7% | -27.6% | -7.0% |
| 6M | +2.4% | +22.2% | -19.8% | -7.1% |
| YTD | +3.2% | +57.7% | -54.5% | -16.5% |
| 1Y | +1.5% | +28.0% | -26.5% | -10.4% |
| 3Y | +40.6% | +11.5% | +29.0% | +27.8% |
| All | +0.3% | +11.5% | -11.1% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling