-51.2%
CPNG vs XRT
-2.4%
-48.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +1.0% |
| 7D | -7.6% | -2.4% | -5.2% | -5.7% |
| 30D | -8.8% | -6.9% | -1.9% | -3.1% |
| 3M | -7.2% | -0.4% | -6.8% | -7.3% |
| 6M | -21.5% | +2.2% | -23.8% | -23.4% |
| YTD | -37.4% | -0.7% | -36.8% | -37.4% |
| 1Y | -54.3% | -2.0% | -52.3% | -54.1% |
| 3Y | -20.3% | +41.0% | -61.3% | -46.4% |
| 5Y | -51.2% | -3.3% | -47.9% | -57.1% |
| All | -51.2% | -2.4% | -48.9% | -57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling