-46.9%
CPNG vs XME
+5.2%
-52.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.0% | +13.0% | +12.3% |
| 7D | +20.8% | -5.5% | +26.3% | +22.9% |
| 30D | +20.1% | -11.1% | +31.2% | +24.5% |
| 3M | +1.6% | -11.1% | +12.7% | +4.8% |
| 6M | -15.8% | -18.0% | +2.2% | -11.3% |
| YTD | -27.7% | -7.4% | -20.3% | -27.1% |
| 1Y | -46.9% | +6.7% | -53.6% | -50.4% |
| All | -46.9% | +5.2% | -52.1% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling