+816.1%
XLB vs CNP
+450.1%
+366.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.5% | -1.2% |
| 7D | -1.5% | -4.2% | +2.7% | -0.5% |
| 30D | +6.1% | +5.5% | +0.5% | +4.6% |
| 3M | 0.0% | +0.6% | -0.5% | -0.3% |
| 6M | 0.0% | -2.8% | +2.8% | +0.4% |
| YTD | +16.0% | +7.9% | +8.2% | +13.4% |
| 1Y | +24.7% | +6.7% | +18.1% | +22.2% |
| 3Y | +40.4% | +61.1% | -20.8% | +23.1% |
| 5Y | +30.7% | +73.0% | -42.3% | +12.4% |
| 10Y | +173.3% | +141.9% | +31.4% | +110.7% |
| All | +816.1% | +450.1% | +366.0% | +441.6% |
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 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