-51.1%
CPNG vs XME
+167.8%
-218.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | +1.1% |
| 7D | -5.4% | -3.0% | -2.4% | -4.1% |
| 30D | -11.1% | -2.6% | -8.5% | -10.2% |
| 3M | -3.0% | +2.2% | -5.1% | -4.5% |
| 6M | -23.5% | +0.7% | -24.2% | -25.0% |
| YTD | -37.8% | +10.9% | -48.7% | -42.1% |
| 1Y | -54.3% | +35.7% | -90.0% | -62.0% |
| 3Y | -20.8% | +127.1% | -147.9% | -52.2% |
| 5Y | -51.1% | +168.5% | -219.5% | -72.8% |
| All | -51.1% | +167.8% | -218.9% | -72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling