+35.8%
XLC vs CNP
+73.6%
-37.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.1% |
| 7D | +4.9% | -4.2% | +9.1% | +5.8% |
| 30D | -5.8% | +5.5% | -11.3% | -7.1% |
| 3M | -5.4% | +0.6% | -6.0% | -5.7% |
| 6M | -10.2% | -2.8% | -7.3% | -9.9% |
| YTD | -10.2% | +7.9% | -18.0% | -12.5% |
| 1Y | -5.6% | +6.7% | -12.3% | -7.9% |
| 3Y | +61.0% | +61.1% | -0.1% | +36.8% |
| All | +35.8% | +73.6% | -37.7% | +9.2% |
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 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