-50.5%
CPNG vs XEL
+29.8%
-80.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +2.9% | +3.1% |
| 7D | -1.1% | -0.3% | -0.8% | -1.1% |
| 30D | -7.4% | -3.9% | -3.4% | -6.9% |
| 3M | -12.3% | -2.8% | -9.5% | -12.1% |
| 6M | -19.4% | -5.4% | -14.1% | -18.9% |
| YTD | -35.9% | +3.8% | -39.7% | -36.5% |
| 1Y | -53.4% | +6.8% | -60.2% | -54.0% |
| 3Y | -20.0% | +45.6% | -65.6% | -24.8% |
| All | -50.5% | +29.8% | -80.3% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling