+48.8%
XLB vs CPNG
-75.9%
+124.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | -1.4% | -7.4% | +6.1% | -0.5% |
| 30D | -0.4% | -4.4% | +4.1% | +0.1% |
| 3M | +2.0% | -7.5% | +9.5% | +2.5% |
| 6M | +1.8% | -19.9% | +21.8% | +3.7% |
| YTD | +16.6% | -35.2% | +51.8% | +21.4% |
| 1Y | +16.9% | -46.8% | +63.7% | +24.5% |
| 3Y | +32.6% | -20.2% | +52.7% | +32.6% |
| 5Y | +35.6% | -48.4% | +84.1% | +31.9% |
| All | +48.8% | -75.9% | +124.7% | +42.8% |
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