+53.8%
XLC vs CPNG
-76.1%
+129.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.2% |
| 7D | +3.7% | -6.8% | +10.5% | +4.9% |
| 30D | -1.9% | +5.5% | -7.4% | -2.9% |
| 3M | -3.1% | -6.8% | +3.6% | -2.3% |
| 6M | -6.4% | -4.8% | -1.5% | -6.5% |
| YTD | -6.8% | -35.6% | +28.8% | -1.3% |
| 1Y | -1.7% | -46.8% | +45.1% | +7.6% |
| 3Y | +64.7% | -0.8% | +65.5% | +58.0% |
| 5Y | +41.1% | -42.9% | +83.9% | +36.3% |
| All | +53.8% | -76.1% | +129.9% | +50.2% |
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 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