+12.3%
XLI vs CPNG
-45.7%
+58.0%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +12.0% | -13.0% | -2.0% |
| 7D | +0.6% | +20.8% | -20.3% | -1.0% |
| 30D | -0.4% | +20.1% | -20.4% | -2.0% |
| 3M | -8.8% | +1.6% | -10.5% | -9.0% |
| 6M | -0.4% | -15.8% | +15.5% | 0.0% |
| YTD | +10.1% | -27.7% | +37.8% | +11.1% |
| 1Y | +12.3% | -46.9% | +59.2% | +19.6% |
| All | +12.3% | -45.7% | +58.0% | +19.6% |
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