+49.9%
XLE vs CPNG
-45.7%
+95.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +12.0% | -16.7% | -3.8% |
| 7D | -7.2% | +20.8% | -28.0% | -5.8% |
| 30D | +0.1% | +20.1% | -20.0% | +1.6% |
| 3M | +9.2% | +1.6% | +7.6% | +10.0% |
| 6M | +8.4% | -15.8% | +24.2% | +9.9% |
| YTD | +44.9% | -27.7% | +72.6% | +44.1% |
| 1Y | +49.9% | -46.9% | +96.8% | +47.2% |
| All | +49.9% | -45.7% | +95.6% | +47.2% |
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 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