+72.0%
CNP vs XME
+179.6%
-107.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.0% |
| 7D | +1.6% | +3.6% | -2.0% | +1.2% |
| 30D | -0.8% | +3.6% | -4.4% | -1.3% |
| 3M | -3.6% | +1.2% | -4.8% | -3.9% |
| 6M | -6.9% | +9.0% | -16.0% | -8.7% |
| YTD | +6.4% | +15.9% | -9.5% | +2.8% |
| 1Y | +9.9% | +43.2% | -33.2% | +1.7% |
| 3Y | +53.1% | +137.4% | -84.3% | +25.4% |
| 5Y | +72.0% | +185.0% | -113.1% | +37.9% |
| All | +72.0% | +179.6% | -107.7% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling