+19.8%
XBI vs CNP
+66.3%
-46.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.1% |
| 7D | -4.6% | -2.2% | -2.4% | -4.0% |
| 30D | -0.8% | -2.1% | +1.3% | -0.2% |
| 3M | +21.8% | -7.9% | +29.7% | +24.8% |
| 6M | +23.2% | -8.3% | +31.5% | +26.1% |
| YTD | +28.7% | +3.8% | +25.0% | +25.8% |
| 1Y | +67.8% | +5.9% | +61.9% | +62.6% |
| 3Y | +100.6% | +49.3% | +51.4% | +67.2% |
| 5Y | +19.8% | +69.3% | -49.5% | +0.3% |
| All | +19.8% | +66.3% | -46.5% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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