+61.0%
XLP vs CPNG
-74.1%
+135.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.9% |
| 7D | +0.1% | +11.7% | -11.6% | -0.4% |
| 30D | +8.9% | +3.8% | +5.1% | +8.7% |
| 3M | +7.5% | +1.2% | +6.3% | +7.3% |
| 6M | +9.4% | -3.3% | +12.7% | +9.3% |
| YTD | +19.3% | -30.4% | +49.7% | +20.5% |
| 1Y | +21.7% | -43.1% | +64.9% | +24.0% |
| 3Y | +44.0% | +8.2% | +35.7% | +42.0% |
| 5Y | +42.8% | -44.7% | +87.5% | +39.3% |
| All | +61.0% | -74.1% | +135.2% | +55.8% |
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