+39.8%
XLE vs CPNG
-43.6%
+83.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.4% |
| 7D | -6.7% | +7.2% | -13.9% | -6.1% |
| 30D | -4.4% | +3.2% | -7.6% | -3.8% |
| 3M | +4.0% | +0.9% | +3.1% | +4.6% |
| 6M | +13.2% | -3.8% | +17.0% | +14.1% |
| YTD | +41.9% | -30.8% | +72.7% | +40.5% |
| All | +39.8% | -43.6% | +83.4% | +37.4% |
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 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