+44.1%
XLB vs CPNG
-76.9%
+121.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.2% |
| 7D | -3.5% | -5.4% | +1.9% | -2.9% |
| 30D | -4.7% | -11.1% | +6.4% | -3.4% |
| 3M | +2.7% | -3.0% | +5.7% | +2.7% |
| 6M | +2.6% | -23.5% | +26.1% | +5.0% |
| YTD | +12.8% | -37.8% | +50.7% | +18.1% |
| 1Y | +14.0% | -54.3% | +68.3% | +23.6% |
| 3Y | +31.5% | -20.8% | +52.3% | +31.7% |
| 5Y | +33.4% | -51.1% | +84.5% | +30.3% |
| All | +44.1% | -76.9% | +121.0% | +38.9% |
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