-70.2%
CPNG vs XLRE
+36.4%
-106.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | +0.1% |
| 7D | -5.4% | -2.7% | -2.7% | -3.3% |
| 30D | -11.1% | -2.3% | -8.8% | -9.4% |
| 3M | -3.0% | -3.5% | +0.5% | -0.9% |
| 6M | -23.5% | +1.9% | -25.4% | -25.6% |
| YTD | -37.8% | +8.3% | -46.2% | -42.6% |
| 1Y | -54.3% | +6.4% | -60.7% | -57.3% |
| 3Y | -20.8% | +30.2% | -51.0% | -39.2% |
| 5Y | -51.1% | +8.6% | -59.7% | -55.5% |
| All | -70.2% | +36.4% | -106.6% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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