-21.9%
CPNG vs XRT
+40.3%
-62.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.5% |
| 7D | -7.6% | -2.4% | -5.2% | -6.4% |
| 30D | -8.8% | -6.9% | -1.9% | -5.3% |
| 3M | -7.2% | -0.4% | -6.8% | -7.3% |
| 6M | -21.5% | +2.2% | -23.8% | -22.6% |
| YTD | -37.4% | -0.7% | -36.8% | -37.3% |
| 1Y | -54.3% | -2.0% | -52.3% | -54.0% |
| All | -21.9% | +40.3% | -62.2% | -38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling