+601.3%
CNP vs XHB
+173.9%
+427.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.7% | -1.1% |
| 7D | +1.1% | -1.3% | +2.4% | +1.5% |
| 30D | -1.8% | -6.9% | +5.1% | +0.4% |
| 3M | -4.6% | -1.3% | -3.4% | -4.7% |
| 6M | -8.8% | -6.8% | -2.1% | -7.5% |
| YTD | +5.2% | +0.7% | +4.5% | +3.7% |
| 1Y | +8.3% | -11.2% | +19.5% | +11.1% |
| 3Y | +54.9% | +25.3% | +29.6% | +36.9% |
| 5Y | +73.5% | +37.3% | +36.2% | +44.7% |
| 10Y | +139.1% | +211.5% | -72.4% | +46.5% |
| All | +601.3% | +173.9% | +427.4% | +272.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling