+896.5%
XLV vs CNP
+438.1%
+458.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.2% |
| 7D | -3.7% | +0.7% | -4.3% | -3.8% |
| 30D | -1.1% | -0.1% | -1.0% | -1.1% |
| 3M | +8.2% | -5.6% | +13.9% | +9.3% |
| 6M | +8.9% | -7.5% | +16.4% | +10.3% |
| YTD | +8.5% | +5.5% | +3.0% | +7.3% |
| 1Y | +22.3% | +8.3% | +13.9% | +20.3% |
| 3Y | +32.6% | +51.8% | -19.1% | +22.2% |
| 5Y | +34.4% | +69.9% | -35.5% | +21.1% |
| 10Y | +175.4% | +139.9% | +35.5% | +128.1% |
| All | +896.5% | +438.1% | +458.4% | +600.7% |
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