-54.3%
CPNG vs XRT
-2.3%
-52.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.1% |
| 7D | -5.4% | -3.6% | -1.8% | -3.3% |
| 30D | -11.1% | -6.7% | -4.4% | -7.2% |
| 3M | -3.0% | -1.4% | -1.6% | -2.8% |
| 6M | -23.5% | +1.7% | -25.2% | -25.2% |
| YTD | -37.8% | -1.5% | -36.3% | -37.6% |
| 1Y | -54.3% | -2.5% | -51.9% | -53.4% |
| All | -54.3% | -2.3% | -52.0% | -53.4% |
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