+55.0%
XEL vs CNP
+64.0%
-9.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | +2.4% | +1.3% | +1.1% | +1.6% |
| 30D | +8.3% | +3.8% | +4.5% | +5.4% |
| 3M | +4.2% | +2.4% | +1.8% | +2.3% |
| 6M | +3.7% | -1.2% | +4.9% | +4.3% |
| YTD | +13.1% | +9.3% | +3.8% | +7.2% |
| 1Y | +5.0% | +6.4% | -1.4% | +1.1% |
| 3Y | +55.0% | +66.4% | -11.4% | +11.0% |
| All | +55.0% | +64.0% | -9.0% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling