+21.0%
XLP vs CNI
+35.4%
-14.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -0.2% | +1.0% | -1.2% | -0.5% |
| 30D | +8.2% | +7.5% | +0.7% | +6.5% |
| 3M | +7.7% | +1.7% | +6.0% | +7.1% |
| 6M | +9.3% | +15.4% | -6.1% | +6.2% |
| YTD | +19.5% | +31.5% | -12.0% | +13.5% |
| 1Y | +21.0% | +32.8% | -11.8% | +14.8% |
| All | +21.0% | +35.4% | -14.4% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling