-69.9%
CPNG vs XRT
+1.3%
-71.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -1.0% | -1.4% |
| 7D | -6.3% | -0.3% | -6.0% | -6.1% |
| 30D | -8.7% | -5.6% | -3.1% | -4.4% |
| 3M | -2.4% | +2.5% | -5.0% | -4.8% |
| 6M | -22.3% | +3.7% | -26.0% | -24.9% |
| YTD | -37.2% | +1.0% | -38.2% | -38.0% |
| 1Y | -53.0% | -1.2% | -51.8% | -53.0% |
| 3Y | -20.0% | +43.4% | -63.4% | -45.3% |
| 5Y | -52.8% | -0.7% | -52.0% | -59.0% |
| All | -69.9% | +1.3% | -71.2% | -74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling