+1,472.6%
XLK vs CNP
+436.7%
+1,035.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | +0.9% | +1.1% | -0.2% | +0.7% |
| 30D | +0.7% | -1.8% | +2.6% | +1.1% |
| 3M | -2.9% | -4.6% | +1.7% | -2.3% |
| 6M | +34.3% | -8.8% | +43.1% | +36.1% |
| YTD | +30.4% | +5.2% | +25.2% | +28.6% |
| 1Y | +43.4% | +8.3% | +35.1% | +40.5% |
| 3Y | +116.8% | +54.9% | +61.9% | +97.3% |
| 5Y | +144.0% | +73.5% | +70.5% | +117.2% |
| 10Y | +778.8% | +139.1% | +639.6% | +621.2% |
| All | +1,472.6% | +436.7% | +1,035.8% | +1,115.1% |
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