+48.3%
XLE vs CNP
+7.2%
+41.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | +2.2% | +1.1% | +1.1% | +2.1% |
| 30D | +11.8% | -1.8% | +13.6% | +12.0% |
| 3M | +9.8% | -4.6% | +14.5% | +10.7% |
| 6M | +15.6% | -8.8% | +24.4% | +17.2% |
| YTD | +45.3% | +5.2% | +40.0% | +43.3% |
| 1Y | +48.3% | +8.3% | +40.0% | +46.5% |
| All | +48.3% | +7.2% | +41.1% | +46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling