+820.5%
XLB vs CNP
+436.7%
+383.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.1% |
| 7D | -1.4% | +1.1% | -2.5% | -1.7% |
| 30D | -0.4% | -1.8% | +1.4% | 0.0% |
| 3M | +2.0% | -4.6% | +6.6% | +3.1% |
| 6M | +1.8% | -8.8% | +10.7% | +4.0% |
| YTD | +16.6% | +5.2% | +11.3% | +14.7% |
| 1Y | +16.9% | +8.3% | +8.6% | +14.2% |
| 3Y | +32.6% | +54.9% | -22.3% | +17.5% |
| 5Y | +35.6% | +73.5% | -37.9% | +16.7% |
| 10Y | +160.0% | +139.1% | +20.9% | +101.3% |
| All | +820.5% | +436.7% | +383.8% | +448.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling