+82.9%
XLF vs CPNG
-76.2%
+159.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.3% |
| 7D | -1.5% | -1.1% | -0.4% | -1.3% |
| 30D | -1.2% | -7.4% | +6.2% | -0.4% |
| 3M | +9.2% | -12.3% | +21.5% | +10.5% |
| 6M | +16.3% | -19.4% | +35.8% | +18.3% |
| YTD | +5.4% | -35.9% | +41.3% | +9.9% |
| 1Y | +7.6% | -53.4% | +61.0% | +16.3% |
| 3Y | +74.2% | -20.0% | +94.2% | +74.0% |
| 5Y | +66.1% | -49.6% | +115.7% | +61.6% |
| All | +82.9% | -76.2% | +159.1% | +75.3% |
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