+161.2%
XRT vs CNH
+32.2%
+129.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -2.7% |
| 7D | +0.9% | -1.7% | +2.6% | +1.4% |
| 30D | +7.9% | -7.2% | +15.2% | +10.4% |
| 3M | -0.2% | +6.5% | -6.7% | -3.6% |
| 6M | +5.6% | +7.9% | -2.3% | +0.6% |
| YTD | +5.7% | +26.6% | -20.9% | -5.8% |
| 1Y | +14.6% | +13.8% | +0.8% | +5.9% |
| 3Y | +50.7% | +9.2% | +41.5% | +38.2% |
| 5Y | -4.8% | -15.6% | +10.8% | -6.5% |
| 10Y | +152.6% | +119.2% | +33.4% | +78.0% |
| All | +161.2% | +32.2% | +129.0% | +89.9% |
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