+199.2%
XLE vs CPNG
-76.8%
+276.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.9% |
| 7D | +0.3% | -7.6% | +7.9% | +0.9% |
| 30D | +8.5% | -8.8% | +17.4% | +9.2% |
| 3M | +14.6% | -7.2% | +21.8% | +14.8% |
| 6M | +17.6% | -21.5% | +39.1% | +19.0% |
| YTD | +48.1% | -37.4% | +85.5% | +52.5% |
| 1Y | +53.8% | -54.3% | +108.1% | +62.5% |
| 3Y | +56.2% | -20.3% | +76.5% | +55.7% |
| 5Y | +227.7% | -51.2% | +278.9% | +212.7% |
| All | +199.2% | -76.8% | +276.0% | +175.4% |
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