+62.4%
CNP vs XHB
+42.3%
+20.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | -0.1% |
| 7D | -4.3% | +1.3% | -5.6% | -4.5% |
| 30D | +5.7% | +11.8% | -6.1% | +4.2% |
| 3M | +0.9% | -3.8% | +4.8% | +1.3% |
| 6M | -1.1% | +4.1% | -5.2% | -1.8% |
| YTD | +8.3% | +4.0% | +4.3% | +7.3% |
| 1Y | +5.9% | +1.6% | +4.3% | +5.2% |
| All | +62.4% | +42.3% | +20.1% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling