-46.9%
CPNG vs XEL
+1.7%
-48.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.2% | +9.7% | +11.7% |
| 7D | +20.8% | +4.3% | +16.5% | +20.5% |
| 30D | +20.1% | +12.6% | +7.5% | +19.3% |
| 3M | +1.6% | +4.4% | -2.8% | +1.0% |
| 6M | -15.8% | +0.7% | -16.6% | -16.0% |
| YTD | -27.7% | +11.5% | -39.2% | -29.8% |
| 1Y | -46.9% | +1.7% | -48.7% | -43.1% |
| All | -46.9% | +1.7% | -48.7% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 1y: compounded portfolio wealth divided by compounded XEL 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…
1y analysis · Full analysis span regression · 6 months rolling