+64.4%
XLF vs CNP
+70.6%
-6.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -1.0% | +0.7% | -1.7% | -1.3% |
| 30D | -1.3% | -0.1% | -1.2% | -1.3% |
| 3M | +9.1% | -5.6% | +14.8% | +11.0% |
| 6M | +14.4% | -7.5% | +21.8% | +16.9% |
| YTD | +5.1% | +5.5% | -0.4% | +2.3% |
| 1Y | +8.6% | +8.3% | +0.3% | +4.6% |
| 3Y | +74.4% | +51.8% | +22.7% | +45.5% |
| 5Y | +64.4% | +69.9% | -5.5% | +31.0% |
| All | +64.4% | +70.6% | -6.2% | +31.0% |
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