-22.4%
CPNG vs XOP
+36.1%
-58.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -5.4% | +1.6% | -7.0% | -5.7% |
| 30D | -11.1% | +9.6% | -20.7% | -12.8% |
| 3M | -3.0% | +16.9% | -19.9% | -6.4% |
| 6M | -23.5% | +24.0% | -47.6% | -27.9% |
| YTD | -37.8% | +56.2% | -94.0% | -45.4% |
| 1Y | -54.3% | +51.8% | -106.1% | -59.7% |
| All | -22.4% | +36.1% | -58.5% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 3y: compounded portfolio wealth divided by compounded XOP 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…
3y analysis · Full analysis span regression · 6 months rolling