+1,117.4%
XLI vs CNP
+436.7%
+680.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -1.1% | +1.1% | -2.2% | -1.3% |
| 30D | -5.9% | -1.8% | -4.1% | -5.6% |
| 3M | -0.3% | -4.6% | +4.4% | +0.7% |
| 6M | +0.1% | -8.8% | +9.0% | +2.1% |
| YTD | +13.6% | +5.2% | +8.4% | +11.9% |
| 1Y | +17.2% | +8.3% | +8.9% | +14.6% |
| 3Y | +68.2% | +54.9% | +13.3% | +50.3% |
| 5Y | +80.7% | +73.5% | +7.2% | +56.9% |
| 10Y | +253.3% | +139.1% | +114.1% | +179.0% |
| All | +1,117.4% | +436.7% | +680.7% | +687.6% |
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