+186.7%
XLE vs CPNG
-74.3%
+261.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.5% |
| 7D | -6.7% | +7.2% | -13.9% | -7.2% |
| 30D | -4.4% | +3.2% | -7.6% | -4.7% |
| 3M | +4.0% | +0.9% | +3.1% | +3.8% |
| 6M | +13.2% | -3.8% | +17.0% | +12.9% |
| YTD | +41.9% | -30.8% | +72.7% | +44.9% |
| 1Y | +41.6% | -43.5% | +85.2% | +47.1% |
| 3Y | +64.0% | +6.6% | +57.4% | +59.9% |
| 5Y | +158.1% | -45.3% | +203.4% | +144.6% |
| All | +186.7% | -74.3% | +261.0% | +161.7% |
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