+80.9%
XLI vs CNP
+70.6%
+10.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | -0.6% | +0.7% | -1.2% | -0.8% |
| 30D | -6.9% | -0.1% | -6.9% | -7.0% |
| 3M | -1.9% | -5.6% | +3.7% | -0.2% |
| 6M | +1.0% | -7.5% | +8.5% | +3.4% |
| YTD | +11.3% | +5.5% | +5.8% | +8.5% |
| 1Y | +15.8% | +8.3% | +7.5% | +11.6% |
| 3Y | +69.8% | +51.8% | +18.1% | +41.3% |
| 5Y | +80.9% | +69.9% | +11.0% | +43.0% |
| All | +80.9% | +70.6% | +10.3% | +43.0% |
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