+34.1%
XLP vs CPNG
-49.0%
+83.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | -1.0% | -7.4% | +6.4% | -0.7% |
| 30D | -0.9% | -4.4% | +3.6% | -0.7% |
| 3M | +3.8% | -7.5% | +11.3% | +4.0% |
| 6M | -1.7% | -19.9% | +18.2% | -1.1% |
| YTD | +10.3% | -35.2% | +45.4% | +12.0% |
| 1Y | +7.8% | -46.8% | +54.6% | +10.5% |
| 3Y | +27.2% | -20.2% | +47.4% | +26.8% |
| All | +34.1% | -49.0% | +83.1% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling