+250.2%
XLI vs CNP
+137.1%
+113.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | 0.0% |
| 7D | -2.3% | -2.2% | -0.1% | -1.4% |
| 30D | -8.2% | -2.1% | -6.1% | -7.4% |
| 3M | +0.8% | -7.9% | +8.7% | +4.0% |
| 6M | +0.8% | -8.3% | +9.2% | +4.0% |
| YTD | +10.5% | +3.8% | +6.8% | +8.1% |
| 1Y | +14.1% | +5.9% | +8.3% | +10.5% |
| 3Y | +68.6% | +49.3% | +19.3% | +38.7% |
| 5Y | +80.4% | +69.3% | +11.1% | +39.1% |
| All | +250.2% | +137.1% | +113.1% | +119.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling