+155.1%
XRT vs CNH
+64.7%
+90.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.1% | -0.4% |
| 7D | +0.8% | +23.3% | -22.5% | -6.5% |
| 30D | -4.2% | +33.5% | -37.6% | -13.9% |
| 3M | +5.1% | +32.7% | -27.6% | -5.9% |
| 6M | +2.4% | +22.2% | -19.8% | -6.3% |
| YTD | +3.2% | +57.7% | -54.5% | -14.1% |
| 1Y | +1.5% | +28.0% | -26.5% | -9.3% |
| 3Y | +40.6% | +11.5% | +29.0% | +28.9% |
| 5Y | -1.0% | +11.9% | -12.8% | -11.1% |
| 10Y | +128.4% | +162.8% | -34.4% | +51.1% |
| All | +155.1% | +64.7% | +90.4% | +73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling