+95.9%
XLI vs CPNG
-76.2%
+172.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | +0.7% |
| 7D | -1.7% | -1.1% | -0.5% | -1.5% |
| 30D | -7.3% | -7.4% | +0.1% | -6.6% |
| 3M | -1.3% | -12.3% | +11.0% | -0.2% |
| 6M | +2.2% | -19.4% | +21.7% | +3.8% |
| YTD | +11.7% | -35.9% | +47.6% | +16.0% |
| 1Y | +14.3% | -53.4% | +67.7% | +22.8% |
| 3Y | +70.3% | -20.0% | +90.3% | +70.6% |
| 5Y | +82.3% | -49.6% | +131.9% | +77.7% |
| All | +95.9% | -76.2% | +172.1% | +89.9% |
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