-69.3%
CPNG vs XME
+190.5%
-259.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.5% |
| 7D | -1.1% | -4.2% | +3.1% | +0.5% |
| 30D | -7.4% | -2.7% | -4.6% | -6.5% |
| 3M | -12.3% | -3.9% | -8.4% | -11.5% |
| 6M | -19.4% | -1.0% | -18.5% | -20.2% |
| YTD | -35.9% | +9.8% | -45.7% | -39.4% |
| 1Y | -53.4% | +32.5% | -86.0% | -59.7% |
| 3Y | -20.0% | +124.3% | -144.3% | -46.9% |
| 5Y | -49.6% | +165.8% | -215.4% | -67.4% |
| All | -69.3% | +190.5% | -259.8% | -80.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling