+1,075.5%
XLI vs CNP
+457.3%
+618.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +3.8% | +1.3% | +2.5% | +3.4% |
| 30D | +1.0% | +3.8% | -2.8% | +0.1% |
| 3M | -8.9% | +2.4% | -11.3% | -9.5% |
| 6M | -2.3% | -1.2% | -1.1% | -2.2% |
| YTD | +9.7% | +9.3% | +0.4% | +7.1% |
| 1Y | +12.3% | +6.4% | +5.9% | +10.3% |
| 3Y | +71.5% | +66.4% | +5.1% | +50.6% |
| 5Y | +70.2% | +75.7% | -5.5% | +47.4% |
| 10Y | +227.5% | +145.1% | +82.3% | +157.0% |
| All | +1,075.5% | +457.3% | +618.2% | +653.5% |
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