+29.0%
XLB vs CNP
+73.6%
-44.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.5% | -1.4% |
| 7D | -1.5% | -4.2% | +2.7% | 0.0% |
| 30D | +6.1% | +5.5% | +0.5% | +3.8% |
| 3M | 0.0% | +0.6% | -0.5% | -0.4% |
| 6M | 0.0% | -2.8% | +2.8% | +0.6% |
| YTD | +16.0% | +7.9% | +8.2% | +11.5% |
| 1Y | +24.7% | +6.7% | +18.1% | +20.4% |
| 3Y | +40.4% | +61.1% | -20.8% | +10.6% |
| All | +29.0% | +73.6% | -44.5% | -2.6% |
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