-70.0%
CPNG vs XHB
+55.6%
-125.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.6% |
| 7D | -7.6% | -1.9% | -5.7% | -6.5% |
| 30D | -8.8% | -8.3% | -0.5% | -3.6% |
| 3M | -7.2% | -7.1% | -0.1% | -3.4% |
| 6M | -21.5% | -5.3% | -16.3% | -19.8% |
| YTD | -37.4% | -3.2% | -34.2% | -37.6% |
| 1Y | -54.3% | -13.9% | -40.5% | -51.0% |
| 3Y | -20.3% | +24.9% | -45.2% | -41.1% |
| 5Y | -51.2% | +34.5% | -85.7% | -70.7% |
| All | -70.0% | +55.6% | -125.7% | -81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling