+422.3%
XLF vs CNP
+436.7%
-14.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | 0.0% | +1.1% | -1.1% | -0.3% |
| 30D | +0.2% | -1.8% | +2.0% | +0.7% |
| 3M | +11.7% | -4.6% | +16.4% | +13.1% |
| 6M | +13.8% | -8.8% | +22.6% | +16.5% |
| YTD | +7.0% | +5.2% | +1.8% | +5.0% |
| 1Y | +9.1% | +8.3% | +0.8% | +6.1% |
| 3Y | +75.6% | +54.9% | +20.7% | +52.9% |
| 5Y | +66.4% | +73.5% | -7.1% | +39.8% |
| 10Y | +250.3% | +139.1% | +111.2% | +162.0% |
| All | +422.3% | +436.7% | -14.5% | +223.6% |
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