+621.5%
CNP vs XHB
+182.7%
+438.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | -0.8% |
| 7D | -4.3% | +1.3% | -5.6% | -4.9% |
| 30D | +5.7% | +11.8% | -6.1% | +1.6% |
| 3M | +0.9% | -3.8% | +4.8% | +1.8% |
| 6M | -1.1% | +4.1% | -5.2% | -3.2% |
| YTD | +8.3% | +4.0% | +4.3% | +5.2% |
| 1Y | +5.9% | +1.6% | +4.3% | +3.6% |
| 3Y | +64.6% | +43.2% | +21.5% | +38.6% |
| 5Y | +74.6% | +35.8% | +38.7% | +46.0% |
| 10Y | +139.8% | +259.3% | -119.4% | +40.3% |
| All | +621.5% | +182.7% | +438.8% | +277.6% |
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