-46.9%
CPNG vs XYL
-30.7%
-16.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +5.0% | +7.0% | +11.0% |
| 7D | +20.8% | +14.5% | +6.3% | +18.6% |
| 30D | +20.1% | -1.3% | +21.4% | +19.1% |
| 3M | +1.6% | -17.0% | +18.6% | +3.9% |
| 6M | -15.8% | -11.3% | -4.5% | -16.1% |
| YTD | -27.7% | -25.0% | -2.8% | -26.3% |
| 1Y | -46.9% | -31.5% | -15.4% | -43.7% |
| All | -46.9% | -30.7% | -16.2% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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