+106.2%
XLP vs CNI
+129.7%
-23.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -0.9% |
| 7D | -2.9% | +0.9% | -3.8% | -3.2% |
| 30D | -2.2% | -2.1% | -0.1% | -1.6% |
| 3M | -0.6% | +1.8% | -2.4% | -1.3% |
| 6M | -2.2% | +14.8% | -17.0% | -6.7% |
| YTD | +8.3% | +25.4% | -17.1% | +0.1% |
| 1Y | +5.7% | +32.9% | -27.2% | -4.2% |
| 3Y | +25.7% | +20.2% | +5.5% | +15.9% |
| 5Y | +31.3% | +12.2% | +19.1% | +22.2% |
| 10Y | +106.2% | +136.0% | -29.8% | +45.3% |
| All | +106.2% | +129.7% | -23.6% | +45.3% |
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