+5.6%
CNP vs XHB
-1.7%
+7.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -0.1% | -4.1% | +4.0% | +0.2% |
| 30D | +5.0% | +9.6% | -4.6% | +4.2% |
| 3M | +2.7% | -6.0% | +8.7% | +2.9% |
| 6M | -1.9% | +2.2% | -4.1% | -2.1% |
| YTD | +8.8% | +1.1% | +7.6% | +9.4% |
| 1Y | +5.6% | -1.7% | +7.4% | +6.0% |
| All | +5.6% | -1.7% | +7.3% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling