+580.0%
XLP vs CNC
+5,663.7%
-5,083.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.1% |
| 7D | +0.1% | +3.0% | -3.0% | -0.3% |
| 30D | +8.9% | +4.9% | +4.1% | +8.3% |
| 3M | +7.5% | +4.2% | +3.3% | +6.9% |
| 6M | +9.4% | +22.5% | -13.0% | +6.7% |
| YTD | +19.3% | +66.6% | -47.3% | +11.8% |
| 1Y | +21.7% | +82.5% | -60.7% | +12.8% |
| 3Y | +44.0% | -4.1% | +48.1% | +39.7% |
| 5Y | +42.8% | -8.3% | +51.1% | +38.4% |
| 10Y | +128.8% | +153.6% | -24.8% | +95.7% |
| All | +580.0% | +5,663.7% | -5,083.7% | +322.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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