-22.4%
CPNG vs XHB
+21.1%
-43.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.2% |
| 7D | -5.4% | -5.2% | -0.2% | -3.5% |
| 30D | -11.1% | -12.1% | +1.0% | -6.8% |
| 3M | -3.0% | -6.2% | +3.2% | -1.1% |
| 6M | -23.5% | -6.7% | -16.8% | -22.1% |
| YTD | -37.8% | -5.5% | -32.4% | -37.3% |
| 1Y | -54.3% | -15.6% | -38.7% | -52.0% |
| All | -22.4% | +21.1% | -43.5% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 3y: compounded portfolio wealth divided by compounded XHB 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…
3y analysis · Full analysis span regression · 6 months rolling