+123.7%
XRT vs CNP
+135.4%
-11.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.6% |
| 7D | -0.3% | +1.6% | -1.9% | -0.8% |
| 30D | -5.6% | -0.8% | -4.9% | -5.4% |
| 3M | +2.5% | -3.6% | +6.1% | +3.7% |
| 6M | +3.7% | -6.9% | +10.6% | +5.9% |
| YTD | +1.0% | +6.4% | -5.5% | -1.9% |
| 1Y | -1.2% | +9.9% | -11.2% | -5.3% |
| 3Y | +43.4% | +53.1% | -9.7% | +19.9% |
| 5Y | -0.7% | +72.0% | -72.7% | -21.0% |
| 10Y | +123.7% | +131.5% | -7.8% | +44.1% |
| All | +123.7% | +135.4% | -11.7% | +44.1% |
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