+9.2%
XBI vs CPNG
-76.8%
+85.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.5% |
| 7D | -3.6% | -7.6% | +4.0% | -1.7% |
| 30D | +0.9% | -8.8% | +9.7% | +3.1% |
| 3M | +21.4% | -7.2% | +28.7% | +22.8% |
| 6M | +25.5% | -21.5% | +47.0% | +31.1% |
| YTD | +30.8% | -37.4% | +68.3% | +44.0% |
| 1Y | +68.6% | -54.3% | +122.9% | +100.6% |
| 3Y | +103.9% | -20.3% | +124.2% | +102.7% |
| 5Y | +20.8% | -51.2% | +72.0% | +16.9% |
| All | +9.2% | -76.8% | +85.9% | +6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling