+169.4%
XLV vs CNP
+137.0%
+32.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.6% | -1.4% | -2.1% | -3.1% |
| 30D | -1.8% | -2.9% | +1.1% | -1.0% |
| 3M | +7.8% | -7.5% | +15.3% | +10.3% |
| 6M | +9.1% | -7.9% | +17.0% | +11.7% |
| YTD | +7.7% | +3.7% | +4.0% | +6.2% |
| 1Y | +20.4% | +4.6% | +15.8% | +18.2% |
| 3Y | +30.8% | +49.1% | -18.4% | +13.8% |
| 5Y | +34.6% | +69.2% | -34.6% | +12.0% |
| All | +169.4% | +137.0% | +32.4% | +93.1% |
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 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