+429.4%
XLF vs CNP
+457.3%
-28.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | +2.7% | +1.3% | +1.4% | +2.3% |
| 30D | +7.6% | +3.8% | +3.8% | +6.4% |
| 3M | +1.1% | +2.4% | -1.3% | +0.3% |
| 6M | +15.9% | -1.2% | +17.1% | +15.9% |
| YTD | +8.4% | +9.3% | -0.8% | +5.2% |
| 1Y | +12.5% | +6.4% | +6.1% | +9.9% |
| 3Y | +81.6% | +66.4% | +15.2% | +54.9% |
| 5Y | +59.3% | +75.7% | -16.4% | +33.3% |
| 10Y | +225.4% | +145.1% | +80.3% | +141.6% |
| All | +429.4% | +457.3% | -28.0% | +224.2% |
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