+42.7%
XLP vs CNP
+69.8%
-27.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.9% | +0.2% |
| 7D | +3.5% | -5.3% | +8.8% | +5.4% |
| 30D | +11.6% | +3.7% | +7.9% | +10.0% |
| 3M | +7.6% | -1.1% | +8.7% | +7.8% |
| 6M | +10.0% | -7.1% | +17.1% | +12.7% |
| YTD | +19.7% | +6.0% | +13.7% | +16.6% |
| 1Y | +23.5% | +5.2% | +18.3% | +20.5% |
| 3Y | +44.0% | +57.5% | -13.6% | +19.1% |
| 5Y | +42.7% | +70.0% | -27.3% | +12.1% |
| All | +42.7% | +69.8% | -27.1% | +12.1% |
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