+76.1%
XBI vs CPNG
-45.9%
+121.9%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.1% |
| 7D | +0.9% | -7.4% | +8.3% | +2.1% |
| 30D | +7.1% | -4.4% | +11.5% | +7.8% |
| 3M | +22.9% | -7.5% | +30.4% | +23.6% |
| 6M | +29.7% | -19.9% | +49.7% | +31.6% |
| YTD | +34.5% | -35.2% | +69.7% | +38.1% |
| 1Y | +76.1% | -46.8% | +122.8% | +86.2% |
| All | +76.1% | -45.9% | +121.9% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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