+988.3%
XLE vs CNP
+450.1%
+538.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.5% |
| 7D | -12.0% | -4.2% | -7.8% | -10.8% |
| 30D | -2.7% | +5.5% | -8.3% | -4.3% |
| 3M | +6.6% | +0.6% | +6.0% | +6.3% |
| 6M | +9.5% | -2.8% | +12.4% | +10.2% |
| YTD | +40.6% | +7.9% | +32.7% | +36.9% |
| 1Y | +43.6% | +6.7% | +36.9% | +40.3% |
| 3Y | +58.1% | +61.1% | -3.1% | +35.2% |
| 5Y | +152.2% | +73.0% | +79.2% | +110.1% |
| 10Y | +172.9% | +141.9% | +31.1% | +103.1% |
| All | +988.3% | +450.1% | +538.2% | +642.9% |
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