+1,101.4%
XLY vs CNP
+438.1%
+663.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -1.2% |
| 7D | -2.1% | +0.7% | -2.7% | -2.2% |
| 30D | -6.0% | -0.1% | -6.0% | -6.0% |
| 3M | -2.7% | -5.6% | +2.9% | -1.8% |
| 6M | -1.5% | -7.5% | +6.0% | -0.2% |
| YTD | -5.4% | +5.5% | -10.9% | -6.8% |
| 1Y | -3.8% | +8.3% | -12.2% | -5.8% |
| 3Y | +36.6% | +51.8% | -15.2% | +24.1% |
| 5Y | +27.4% | +69.9% | -42.5% | +12.9% |
| 10Y | +218.2% | +139.9% | +78.3% | +156.8% |
| All | +1,101.4% | +438.1% | +663.3% | +725.9% |
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