+20.7%
XLK vs CPNG
-45.7%
+66.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.0% | -12.0% | -1.8% |
| 7D | -7.6% | +20.8% | -28.4% | -10.3% |
| 30D | -12.2% | +20.1% | -32.2% | -14.7% |
| 3M | -5.5% | +1.6% | -7.1% | -5.8% |
| 6M | +9.2% | -15.8% | +25.0% | +11.0% |
| YTD | +23.0% | -27.7% | +50.8% | +28.3% |
| 1Y | +20.7% | -46.9% | +67.6% | +37.9% |
| All | +20.7% | -45.7% | +66.4% | +37.9% |
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 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