+135.7%
XLP vs CNI
+137.1%
-1.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +2.3% | +0.4% | +2.0% | +2.2% |
| 30D | +9.1% | +7.6% | +1.5% | +6.6% |
| 3M | +7.9% | +1.9% | +6.0% | +7.1% |
| 6M | +9.6% | +14.8% | -5.2% | +4.7% |
| YTD | +19.4% | +30.5% | -11.0% | +9.0% |
| 1Y | +22.4% | +36.5% | -14.1% | +10.0% |
| 3Y | +43.2% | +20.7% | +22.5% | +32.1% |
| 5Y | +42.6% | +7.0% | +35.6% | +35.4% |
| All | +135.7% | +137.1% | -1.4% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 10y: compounded portfolio wealth divided by compounded CNI 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…
10y analysis · Full analysis span regression · 6 months rolling