+133.1%
XLC vs CNP
+99.3%
+33.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.3% |
| 7D | +7.1% | -4.3% | +11.4% | +8.4% |
| 30D | -2.7% | +5.7% | -8.5% | -4.5% |
| 3M | -3.2% | +0.9% | -4.1% | -3.7% |
| 6M | -7.7% | -1.1% | -6.6% | -7.8% |
| YTD | -8.0% | +8.3% | -16.2% | -10.8% |
| 1Y | -3.1% | +5.9% | -9.0% | -5.5% |
| 3Y | +64.9% | +64.6% | +0.3% | +38.0% |
| 5Y | +39.5% | +74.6% | -35.1% | +13.7% |
| All | +133.1% | +99.3% | +33.9% | +75.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling