+69.9%
CNP vs XYL
-15.4%
+85.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | +0.7% | +0.8% | -0.2% | +0.5% |
| 30D | -0.1% | -10.8% | +10.8% | +2.6% |
| 3M | -5.6% | -2.5% | -3.1% | -5.2% |
| 6M | -7.5% | -12.2% | +4.7% | -5.0% |
| YTD | +5.5% | -20.1% | +25.6% | +10.5% |
| 1Y | +8.3% | -20.6% | +29.0% | +13.5% |
| 3Y | +51.8% | +17.3% | +34.4% | +39.2% |
| 5Y | +69.9% | -14.5% | +84.4% | +58.6% |
| All | +69.9% | -15.4% | +85.3% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling