+57.3%
XLC vs CPNG
-76.9%
+134.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | -1.7% | -5.4% | +3.8% | -0.8% |
| 30D | +0.2% | -11.1% | +11.3% | +2.1% |
| 3M | +0.7% | -3.0% | +3.7% | +0.6% |
| 6M | -4.5% | -23.5% | +19.1% | -1.2% |
| YTD | -4.7% | -37.8% | +33.1% | +1.7% |
| 1Y | -1.5% | -54.3% | +52.8% | +10.9% |
| 3Y | +72.2% | -20.8% | +93.0% | +72.0% |
| 5Y | +39.3% | -51.1% | +90.4% | +36.2% |
| All | +57.3% | -76.9% | +134.2% | +54.8% |
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 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