+15.6%
XLE vs CPNG
-20.3%
+35.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -1.0% |
| 7D | +2.2% | -7.4% | +9.6% | +1.6% |
| 30D | +11.8% | -4.4% | +16.2% | +11.4% |
| 3M | +9.8% | -7.5% | +17.3% | +9.6% |
| 6M | +15.6% | -19.9% | +35.5% | +17.5% |
| All | +15.6% | -20.3% | +35.9% | +17.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling