-70.0%
CPNG vs XME
+204.7%
-274.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -7.6% | -0.2% | -7.4% | -7.5% |
| 30D | -8.8% | +1.4% | -10.2% | -9.5% |
| 3M | -7.2% | +2.7% | -10.0% | -8.6% |
| 6M | -21.5% | +6.5% | -28.0% | -24.5% |
| YTD | -37.4% | +15.2% | -52.6% | -42.0% |
| 1Y | -54.3% | +43.5% | -97.9% | -61.8% |
| 3Y | -20.3% | +135.9% | -156.2% | -48.2% |
| 5Y | -51.2% | +181.5% | -232.7% | -69.0% |
| All | -70.0% | +204.7% | -274.8% | -80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling