-46.8%
CPNG vs XRT
+3.4%
-50.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -2.0% |
| 7D | -7.4% | +0.8% | -8.3% | -7.9% |
| 30D | -4.4% | -4.2% | -0.2% | -2.1% |
| 3M | -7.5% | +5.1% | -12.6% | -10.9% |
| 6M | -19.9% | +2.4% | -22.4% | -22.4% |
| YTD | -35.2% | +3.2% | -38.4% | -36.7% |
| 1Y | -46.8% | +1.5% | -48.3% | -46.8% |
| All | -46.8% | +3.4% | -50.1% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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