+191.7%
XLK vs CPNG
-76.9%
+268.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -0.4% | -5.4% | +5.0% | +0.6% |
| 30D | -0.5% | -11.1% | +10.6% | +1.6% |
| 3M | +5.0% | -3.0% | +8.0% | +4.9% |
| 6M | +32.9% | -23.5% | +56.4% | +37.9% |
| YTD | +29.0% | -37.8% | +66.8% | +38.8% |
| 1Y | +37.8% | -54.3% | +92.2% | +57.1% |
| 3Y | +118.7% | -20.8% | +139.5% | +120.9% |
| 5Y | +145.6% | -51.1% | +196.6% | +143.9% |
| All | +191.7% | -76.9% | +268.6% | +191.6% |
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