+193.5%
XLE vs CPNG
-75.9%
+269.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.8% |
| 7D | +2.2% | -7.4% | +9.6% | +2.7% |
| 30D | +11.8% | -4.4% | +16.2% | +12.1% |
| 3M | +9.8% | -7.5% | +17.3% | +10.1% |
| 6M | +15.6% | -19.9% | +35.5% | +16.9% |
| YTD | +45.3% | -35.2% | +80.4% | +49.2% |
| 1Y | +48.3% | -46.8% | +95.1% | +54.7% |
| 3Y | +55.4% | -20.2% | +75.6% | +55.0% |
| 5Y | +216.1% | -48.4% | +264.5% | +201.1% |
| All | +193.5% | -75.9% | +269.4% | +169.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling