+143.3%
CNP vs XME
+270.2%
-126.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.6% |
| 7D | -3.0% | -0.2% | -2.9% | -3.1% |
| 30D | +6.8% | -9.2% | +16.0% | +9.4% |
| 3M | +3.6% | -17.8% | +21.4% | +8.7% |
| 6M | 0.0% | -20.0% | +20.0% | +4.8% |
| YTD | +9.4% | -6.6% | +16.0% | +8.1% |
| 1Y | +6.8% | +1.8% | +5.1% | +2.5% |
| 3Y | +64.2% | +98.7% | -34.6% | +22.1% |
| 5Y | +76.0% | +123.9% | -47.9% | +19.9% |
| 10Y | +143.3% | +277.9% | -134.6% | +2.7% |
| All | +143.3% | +270.2% | -126.9% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling