+513.3%
XRT vs CNP
+610.4%
-97.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | +0.8% | +1.1% | -0.3% | +0.3% |
| 30D | -4.2% | -1.8% | -2.4% | -3.5% |
| 3M | +5.1% | -4.6% | +9.7% | +6.9% |
| 6M | +2.4% | -8.8% | +11.3% | +6.0% |
| YTD | +3.2% | +5.2% | -2.0% | +0.2% |
| 1Y | +1.5% | +8.3% | -6.8% | -2.8% |
| 3Y | +40.6% | +54.9% | -14.3% | +13.1% |
| 5Y | -1.0% | +73.5% | -74.5% | -25.1% |
| 10Y | +128.4% | +139.1% | -10.7% | +34.7% |
| All | +513.3% | +610.4% | -97.1% | +117.6% |
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