+132.5%
CNP vs XME
+426.6%
-294.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -0.6% |
| 7D | -2.2% | -3.0% | +0.9% | -1.3% |
| 30D | -2.1% | -2.6% | +0.5% | -1.6% |
| 3M | -7.9% | +2.2% | -10.1% | -9.1% |
| 6M | -8.3% | +0.7% | -9.0% | -9.9% |
| YTD | +3.8% | +10.9% | -7.1% | -1.7% |
| 1Y | +5.9% | +35.7% | -29.8% | -6.7% |
| 3Y | +49.3% | +127.1% | -77.8% | +7.8% |
| 5Y | +69.3% | +168.5% | -99.2% | +9.9% |
| All | +132.5% | +426.6% | -294.1% | -10.1% |
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