+111.4%
XLK vs CNP
+74.5%
+36.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | +3.4% | +1.3% | +2.1% | +3.1% |
| 30D | -10.6% | +3.8% | -14.4% | -11.3% |
| 3M | -10.6% | +2.4% | -13.0% | -11.2% |
| 6M | -3.5% | -1.2% | -2.3% | -3.7% |
| YTD | +18.7% | +9.3% | +9.4% | +14.7% |
| 1Y | +19.4% | +6.4% | +13.0% | +16.2% |
| 3Y | +94.5% | +66.4% | +28.1% | +58.3% |
| All | +111.4% | +74.5% | +36.9% | +67.9% |
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