+48.9%
XLB vs CPNG
-76.1%
+125.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.1% |
| 7D | +0.5% | -6.8% | +7.3% | +1.4% |
| 30D | +5.2% | +5.5% | -0.3% | +4.4% |
| 3M | +0.3% | -6.8% | +7.1% | +0.9% |
| 6M | +1.2% | -4.8% | +6.0% | +1.1% |
| YTD | +16.6% | -35.6% | +52.3% | +21.4% |
| 1Y | +21.4% | -46.8% | +68.2% | +29.2% |
| 3Y | +43.2% | -0.8% | +44.0% | +39.9% |
| 5Y | +28.0% | -42.9% | +70.9% | +24.5% |
| All | +48.9% | -76.1% | +125.0% | +42.7% |
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