-53.4%
CPNG vs XME
+34.9%
-88.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.4% |
| 7D | -1.1% | -4.2% | +3.1% | +0.1% |
| 30D | -7.4% | -2.7% | -4.6% | -6.8% |
| 3M | -12.3% | -3.9% | -8.4% | -11.7% |
| 6M | -19.4% | -1.0% | -18.5% | -20.1% |
| YTD | -35.9% | +9.8% | -45.7% | -37.8% |
| 1Y | -53.4% | +32.5% | -86.0% | -58.4% |
| All | -53.4% | +34.9% | -88.3% | -58.4% |
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