+233.9%
CNP vs XYL
+449.8%
-215.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.3% | -0.1% |
| 7D | +1.1% | -5.0% | +6.1% | +2.9% |
| 30D | -1.8% | -13.2% | +11.4% | +3.1% |
| 3M | -4.6% | -3.7% | -0.9% | -3.7% |
| 6M | -8.8% | -17.7% | +8.8% | -2.9% |
| YTD | +5.2% | -21.5% | +26.8% | +13.4% |
| 1Y | +8.3% | -24.5% | +32.8% | +18.2% |
| 3Y | +54.9% | +6.9% | +47.9% | +44.7% |
| 5Y | +73.5% | -18.1% | +91.6% | +76.1% |
| 10Y | +139.1% | +134.7% | +4.4% | +64.6% |
| All | +233.9% | +449.8% | -215.8% | +89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling