-69.0%
CPNG vs XOP
+140.6%
-209.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -7.4% | +2.6% | -10.0% | -8.1% |
| 30D | -4.4% | +15.4% | -19.9% | -8.5% |
| 3M | -7.5% | +12.1% | -19.6% | -11.0% |
| 6M | -19.9% | +19.7% | -39.6% | -25.1% |
| YTD | -35.2% | +52.4% | -87.6% | -44.0% |
| 1Y | -46.8% | +47.6% | -94.3% | -53.7% |
| 3Y | -20.2% | +34.4% | -54.5% | -30.0% |
| 5Y | -48.4% | +154.4% | -202.8% | -59.4% |
| All | -69.0% | +140.6% | -209.6% | -76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling