+7.0%
XBI vs CPNG
-76.2%
+83.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -1.2% |
| 7D | -4.6% | -1.1% | -3.5% | -4.4% |
| 30D | -2.0% | -7.4% | +5.4% | -0.2% |
| 3M | +17.8% | -12.3% | +30.1% | +21.1% |
| 6M | +23.7% | -19.4% | +43.2% | +28.4% |
| YTD | +28.2% | -35.9% | +64.1% | +40.3% |
| 1Y | +64.0% | -53.4% | +117.4% | +94.1% |
| 3Y | +99.4% | -20.0% | +119.4% | +98.1% |
| 5Y | +19.3% | -49.6% | +68.9% | +14.8% |
| All | +7.0% | -76.2% | +83.2% | +3.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling