+508.9%
XLP vs CNI
+4,609.1%
-4,100.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -1.0% | -2.1% | +1.1% | -0.5% |
| 30D | -0.9% | -3.3% | +2.4% | -0.1% |
| 3M | +3.8% | +3.8% | 0.0% | +2.7% |
| 6M | -1.7% | +12.7% | -14.4% | -4.9% |
| YTD | +10.3% | +26.3% | -16.0% | +3.4% |
| 1Y | +7.8% | +29.9% | -22.1% | +0.3% |
| 3Y | +27.2% | +15.9% | +11.3% | +20.7% |
| 5Y | +32.5% | +6.9% | +25.6% | +27.2% |
| 10Y | +101.8% | +126.8% | -25.0% | +57.9% |
| All | +508.9% | +4,609.1% | -4,100.1% | +151.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling