-70.2%
CPNG vs XRT
-1.1%
-69.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | 0.0% |
| 7D | -5.4% | -3.6% | -1.8% | -2.6% |
| 30D | -11.1% | -6.7% | -4.4% | -6.0% |
| 3M | -3.0% | -1.4% | -1.6% | -2.3% |
| 6M | -23.5% | +1.7% | -25.2% | -24.9% |
| YTD | -37.8% | -1.5% | -36.3% | -37.3% |
| 1Y | -54.3% | -2.5% | -51.9% | -53.9% |
| 3Y | -20.8% | +39.9% | -60.7% | -44.8% |
| 5Y | -51.1% | -2.6% | -48.4% | -56.8% |
| All | -70.2% | -1.1% | -69.1% | -74.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling