+144.0%
CNP vs XYL
+104.0%
+40.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.1% |
| 7D | -0.1% | -5.9% | +5.8% | +2.1% |
| 30D | +5.0% | -7.3% | +12.3% | +7.0% |
| 3M | +2.7% | -22.5% | +25.1% | +12.0% |
| 6M | -1.9% | -14.4% | +12.5% | +2.6% |
| YTD | +8.8% | -29.4% | +38.1% | +21.7% |
| 1Y | +5.6% | -35.6% | +41.3% | +22.8% |
| 3Y | +63.2% | +0.3% | +62.9% | +51.9% |
| 5Y | +73.8% | -22.3% | +96.1% | +78.4% |
| 10Y | +144.0% | +103.2% | +40.8% | +65.8% |
| All | +144.0% | +104.0% | +40.1% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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