+120.7%
XLK vs CNP
+52.2%
+68.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | +2.3% | +0.7% | +1.7% | +2.4% |
| 30D | +0.8% | -0.1% | +0.9% | +0.8% |
| 3M | +4.1% | -5.6% | +9.7% | +3.7% |
| 6M | +34.8% | -7.5% | +42.2% | +34.4% |
| YTD | +30.8% | +5.5% | +25.3% | +29.6% |
| 1Y | +42.4% | +8.3% | +34.0% | +40.6% |
| All | +120.7% | +52.2% | +68.5% | +110.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling