+552.8%
XLP vs CNI
+4,661.0%
-4,108.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.8% |
| 7D | +0.7% | +0.3% | +0.4% | +0.7% |
| 30D | +10.3% | +7.2% | +3.1% | +8.3% |
| 3M | +6.5% | -1.3% | +7.9% | +6.8% |
| 6M | +8.4% | +11.8% | -3.4% | +5.2% |
| YTD | +18.2% | +27.7% | -9.5% | +10.6% |
| 1Y | +22.4% | +33.5% | -11.1% | +13.1% |
| 3Y | +41.9% | +19.3% | +22.6% | +33.7% |
| 5Y | +40.9% | +3.1% | +37.8% | +36.6% |
| 10Y | +128.4% | +141.2% | -12.8% | +76.1% |
| All | +552.8% | +4,661.0% | -4,108.2% | +168.6% |
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 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