-70.2%
CPNG vs MXL
+100.1%
-170.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.2% |
| 7D | -5.4% | +16.6% | -22.1% | -7.5% |
| 30D | -11.1% | +0.5% | -11.6% | -11.7% |
| 3M | -3.0% | -3.6% | +0.7% | -6.2% |
| 6M | -23.5% | +328.0% | -351.5% | -47.0% |
| YTD | -37.8% | +297.8% | -335.6% | -56.5% |
| 1Y | -54.3% | +339.4% | -393.7% | -69.1% |
| 3Y | -20.8% | +201.7% | -222.5% | -49.1% |
| 5Y | -51.1% | +32.8% | -83.8% | -59.7% |
| All | -70.2% | +100.1% | -170.3% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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