+53.1%
CNP vs XHB
+26.5%
+26.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.6% | +1.4% |
| 7D | +1.6% | +0.2% | +1.5% | +1.6% |
| 30D | -0.8% | -9.1% | +8.3% | +0.4% |
| 3M | -3.6% | -2.3% | -1.2% | -3.4% |
| 6M | -6.9% | -4.1% | -2.8% | -6.6% |
| YTD | +6.4% | -1.7% | +8.1% | +6.3% |
| 1Y | +9.9% | -15.1% | +25.1% | +12.2% |
| 3Y | +53.1% | +26.8% | +26.3% | +36.5% |
| All | +53.1% | +26.5% | +26.6% | +36.5% |
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 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