-70.2%
CPNG vs XEL
+45.1%
-115.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -5.4% | -1.2% | -4.2% | -5.3% |
| 30D | -11.1% | -2.9% | -8.2% | -10.8% |
| 3M | -3.0% | -2.7% | -0.3% | -2.8% |
| 6M | -23.5% | -6.5% | -17.0% | -23.0% |
| YTD | -37.8% | +3.6% | -41.4% | -38.3% |
| 1Y | -54.3% | +7.5% | -61.8% | -54.9% |
| 3Y | -20.8% | +46.3% | -67.1% | -24.3% |
| 5Y | -51.1% | +30.5% | -81.6% | -51.6% |
| All | -70.2% | +45.1% | -115.3% | -72.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling