+136.8%
XLP vs CNP
+142.1%
-5.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.6% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | +8.3% | +5.0% | +3.3% | +6.6% |
| 3M | +8.7% | +2.7% | +6.0% | +7.6% |
| 6M | +11.2% | -1.9% | +13.1% | +11.6% |
| YTD | +20.0% | +8.8% | +11.2% | +16.4% |
| 1Y | +21.3% | +5.6% | +15.7% | +18.7% |
| 3Y | +43.8% | +63.2% | -19.4% | +21.6% |
| 5Y | +43.3% | +73.8% | -30.4% | +18.3% |
| 10Y | +136.8% | +144.0% | -7.3% | +58.8% |
| All | +136.8% | +142.1% | -5.4% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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