+139.9%
CNP vs XHB
+202.9%
-63.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.3% |
| 7D | +0.7% | -1.9% | +2.6% | +1.4% |
| 30D | -0.1% | -8.3% | +8.3% | +3.4% |
| 3M | -5.6% | -7.1% | +1.5% | -3.3% |
| 6M | -7.5% | -5.3% | -2.2% | -6.6% |
| YTD | +5.5% | -3.2% | +8.7% | +5.1% |
| 1Y | +8.3% | -13.9% | +22.2% | +13.2% |
| 3Y | +51.8% | +24.9% | +26.8% | +26.4% |
| 5Y | +69.9% | +34.5% | +35.4% | +31.2% |
| 10Y | +139.9% | +215.5% | -75.5% | +6.6% |
| All | +139.9% | +202.9% | -63.0% | +6.6% |
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