+50.7%
XRT vs CNP
+60.3%
-9.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.5% | -2.1% |
| 7D | +0.9% | -4.2% | +5.1% | +1.7% |
| 30D | +7.9% | +5.5% | +2.4% | +6.6% |
| 3M | -0.2% | +0.6% | -0.8% | -0.5% |
| 6M | +5.6% | -2.8% | +8.4% | +5.8% |
| YTD | +5.7% | +7.9% | -2.2% | +3.1% |
| 1Y | +14.6% | +6.7% | +7.9% | +12.0% |
| 3Y | +50.7% | +61.1% | -10.5% | +20.3% |
| All | +50.7% | +60.3% | -9.6% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling