+199.4%
XLE vs CPNG
-76.1%
+275.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.6% | +1.0% |
| 7D | +5.4% | -6.8% | +12.2% | +5.9% |
| 30D | -3.9% | +5.5% | -9.4% | -4.4% |
| 3M | +7.0% | -6.8% | +13.8% | +7.3% |
| 6M | +14.2% | -4.8% | +19.0% | +13.9% |
| YTD | +48.2% | -35.6% | +83.8% | +52.0% |
| 1Y | +47.7% | -46.8% | +94.4% | +53.9% |
| 3Y | +70.0% | -0.8% | +70.8% | +66.5% |
| 5Y | +169.1% | -42.9% | +212.0% | +155.9% |
| All | +199.4% | -76.1% | +275.5% | +174.5% |
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 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