+58.0%
XLC vs CPNG
-75.9%
+134.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.0% |
| 7D | -0.8% | -7.4% | +6.6% | +0.4% |
| 30D | +1.0% | -4.4% | +5.5% | +1.7% |
| 3M | -0.7% | -7.5% | +6.8% | 0.0% |
| 6M | -5.1% | -19.9% | +14.8% | -2.7% |
| YTD | -4.3% | -35.2% | +30.9% | +1.5% |
| 1Y | -0.6% | -46.8% | +46.2% | +8.9% |
| 3Y | +72.7% | -20.2% | +92.9% | +72.3% |
| 5Y | +38.0% | -48.4% | +86.4% | +34.0% |
| All | +58.0% | -75.9% | +134.0% | +54.5% |
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