-69.2%
CPNG vs XRT
+7.9%
-77.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -1.0% |
| 7D | -6.8% | +1.7% | -8.5% | -8.1% |
| 30D | +5.5% | +7.5% | -2.0% | -0.3% |
| 3M | -6.8% | +2.2% | -8.9% | -8.1% |
| 6M | -4.8% | +14.7% | -19.5% | -14.9% |
| YTD | -35.6% | +7.5% | -43.1% | -39.4% |
| 1Y | -46.8% | +14.1% | -60.9% | -52.4% |
| 3Y | -0.8% | +58.8% | -59.6% | -37.8% |
| 5Y | -42.9% | -3.9% | -38.9% | -50.9% |
| All | -69.2% | +7.9% | -77.0% | -75.2% |
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