+32.0%
XLP vs CNI
+11.4%
+20.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.4% | +2.5% | -3.9% | -2.1% |
| 30D | -1.3% | -2.5% | +1.2% | -0.7% |
| 3M | +1.8% | +2.7% | -0.9% | +1.0% |
| 6M | -0.8% | +16.9% | -17.8% | -5.0% |
| YTD | +9.5% | +26.3% | -16.8% | +2.6% |
| 1Y | +7.2% | +31.1% | -23.9% | -0.7% |
| 3Y | +27.1% | +21.1% | +6.1% | +18.5% |
| 5Y | +32.0% | +11.0% | +21.0% | +24.6% |
| All | +32.0% | +11.4% | +20.6% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling