+649.7%
XLU vs CNP
+442.8%
+206.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.3% | +0.5% |
| 7D | +2.1% | +1.6% | +0.4% | +1.5% |
| 30D | -0.4% | -0.8% | +0.4% | -0.1% |
| 3M | +0.5% | -3.6% | +4.0% | +1.7% |
| 6M | -5.8% | -6.9% | +1.2% | -3.5% |
| YTD | +3.1% | +6.4% | -3.3% | +1.1% |
| 1Y | +8.1% | +9.9% | -1.8% | +4.8% |
| 3Y | +50.5% | +53.1% | -2.6% | +30.9% |
| 5Y | +44.7% | +72.0% | -27.2% | +21.8% |
| 10Y | +136.8% | +131.5% | +5.3% | +77.5% |
| All | +649.7% | +442.8% | +206.9% | +336.4% |
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