-0.6%
XLC vs CPNG
-45.9%
+45.3%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.1% |
| 7D | -0.8% | -7.4% | +6.6% | -0.3% |
| 30D | +1.0% | -4.4% | +5.5% | +1.4% |
| 3M | -0.7% | -7.5% | +6.8% | -0.4% |
| 6M | -5.1% | -19.9% | +14.8% | -4.1% |
| YTD | -4.3% | -35.2% | +30.9% | -1.7% |
| 1Y | -0.6% | -46.8% | +46.2% | +4.9% |
| All | -0.6% | -45.9% | +45.3% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling