-69.9%
CPNG vs XYL
+15.1%
-85.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.0% | -6.1% | -4.8% |
| 7D | -6.3% | +1.8% | -8.1% | -7.3% |
| 30D | -8.7% | -9.2% | +0.5% | -3.7% |
| 3M | -2.4% | -0.3% | -2.2% | -3.4% |
| 6M | -22.3% | -11.0% | -11.4% | -18.2% |
| YTD | -37.2% | -19.2% | -18.0% | -30.4% |
| 1Y | -53.0% | -21.2% | -31.8% | -47.2% |
| 3Y | -20.0% | +18.6% | -38.6% | -35.2% |
| 5Y | -52.8% | -14.3% | -38.4% | -62.6% |
| All | -69.9% | +15.1% | -85.1% | -75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling