+144.0%
CNP vs XHB
+241.7%
-97.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -0.1% | -4.1% | +4.0% | +1.5% |
| 30D | +5.0% | +9.6% | -4.6% | +0.8% |
| 3M | +2.7% | -6.0% | +8.7% | +4.7% |
| 6M | -1.9% | +2.2% | -4.1% | -3.9% |
| YTD | +8.8% | +1.1% | +7.6% | +6.0% |
| 1Y | +5.6% | -1.7% | +7.4% | +4.0% |
| 3Y | +63.2% | +36.5% | +26.7% | +30.2% |
| 5Y | +73.8% | +33.5% | +40.3% | +35.9% |
| 10Y | +144.0% | +240.9% | -96.9% | +6.5% |
| All | +144.0% | +241.7% | -97.7% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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