+508.9%
XLP vs CNP
+436.7%
+72.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -1.0% | +1.1% | -2.1% | -1.2% |
| 30D | -0.9% | -1.8% | +0.9% | -0.6% |
| 3M | +3.8% | -4.6% | +8.5% | +4.6% |
| 6M | -1.7% | -8.8% | +7.1% | -0.3% |
| YTD | +10.3% | +5.2% | +5.0% | +9.2% |
| 1Y | +7.8% | +8.3% | -0.5% | +6.3% |
| 3Y | +27.2% | +54.9% | -27.7% | +18.0% |
| 5Y | +32.5% | +73.5% | -41.0% | +20.7% |
| 10Y | +101.8% | +139.1% | -37.3% | +71.5% |
| All | +508.9% | +436.7% | +72.2% | +344.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling