+98.2%
XLI vs CPNG
-76.7%
+174.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.7% | -0.1% |
| 7D | +1.0% | -6.3% | +7.2% | +1.7% |
| 30D | -5.8% | -8.7% | +2.9% | -4.9% |
| 3M | +0.7% | -2.4% | +3.1% | +0.6% |
| 6M | +3.2% | -22.3% | +25.5% | +5.2% |
| YTD | +13.0% | -37.2% | +50.3% | +17.7% |
| 1Y | +16.8% | -53.0% | +69.8% | +25.3% |
| 3Y | +72.4% | -20.0% | +92.4% | +72.7% |
| 5Y | +82.8% | -52.8% | +135.5% | +78.4% |
| All | +98.2% | -76.7% | +174.9% | +92.6% |
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 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