+630.8%
CNP vs XME
+184.7%
+446.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.1% | -1.1% |
| 7D | -4.3% | +0.9% | -5.3% | -4.6% |
| 30D | +5.7% | -7.3% | +13.0% | +7.6% |
| 3M | +0.9% | -14.8% | +15.7% | +4.7% |
| 6M | -1.1% | -18.4% | +17.3% | +3.0% |
| YTD | +8.3% | -4.7% | +12.9% | +6.9% |
| 1Y | +5.9% | +5.7% | +0.2% | +1.4% |
| 3Y | +64.6% | +104.0% | -39.3% | +27.6% |
| 5Y | +74.6% | +122.4% | -47.8% | +28.4% |
| 10Y | +139.8% | +285.4% | -145.5% | +40.8% |
| All | +630.8% | +184.7% | +446.2% | +301.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling