+20.7%
XLK vs CNP
+8.7%
+12.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | -1.3% |
| 7D | -7.6% | -1.3% | -6.3% | -8.0% |
| 30D | -12.2% | +8.7% | -20.9% | -9.3% |
| 3M | -5.5% | -0.7% | -4.7% | -6.1% |
| 6M | +9.2% | -4.2% | +13.3% | +7.3% |
| YTD | +23.0% | +8.9% | +14.2% | +27.1% |
| 1Y | +20.7% | +8.3% | +12.4% | +25.3% |
| All | +20.7% | +8.7% | +12.0% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling