+34.1%
XLP vs CNP
+73.1%
-39.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | -1.0% | +1.1% | -2.1% | -1.4% |
| 30D | -0.9% | -1.8% | +0.9% | -0.3% |
| 3M | +3.8% | -4.6% | +8.5% | +5.5% |
| 6M | -1.7% | -8.8% | +7.1% | +1.4% |
| YTD | +10.3% | +5.2% | +5.0% | +7.9% |
| 1Y | +7.8% | +8.3% | -0.5% | +4.2% |
| 3Y | +27.2% | +54.9% | -27.7% | +6.5% |
| All | +34.1% | +73.1% | -39.0% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling