+74.2%
CNP vs XHB
+36.3%
+37.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | -0.3% |
| 7D | -4.3% | +1.3% | -5.6% | -4.6% |
| 30D | +5.7% | +11.8% | -6.1% | +3.3% |
| 3M | +0.9% | -3.8% | +4.8% | +1.5% |
| 6M | -1.1% | +4.1% | -5.2% | -2.3% |
| YTD | +8.3% | +4.0% | +4.3% | +6.6% |
| 1Y | +5.9% | +1.6% | +4.3% | +4.7% |
| 3Y | +64.6% | +43.2% | +21.5% | +45.2% |
| All | +74.2% | +36.3% | +37.9% | +49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling