+1,024.7%
XLE vs CNP
+436.7%
+588.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | +2.2% | +1.1% | +1.1% | +1.9% |
| 30D | +11.8% | -1.8% | +13.6% | +12.3% |
| 3M | +9.8% | -4.6% | +14.5% | +11.2% |
| 6M | +15.6% | -8.8% | +24.4% | +18.5% |
| YTD | +45.3% | +5.2% | +40.0% | +42.6% |
| 1Y | +48.3% | +8.3% | +40.0% | +44.2% |
| 3Y | +55.4% | +54.9% | +0.6% | +34.5% |
| 5Y | +216.1% | +73.5% | +142.6% | +163.0% |
| 10Y | +178.4% | +139.1% | +39.3% | +108.0% |
| All | +1,024.7% | +436.7% | +588.0% | +673.9% |
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