+59.6%
XLP vs CPNG
-74.3%
+133.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.3% |
| 7D | +0.7% | +13.4% | -12.6% | +0.3% |
| 30D | +10.3% | +10.0% | +0.3% | +9.8% |
| 3M | +6.5% | -0.4% | +6.9% | +6.5% |
| 6M | +8.4% | -8.9% | +17.3% | +8.5% |
| YTD | +18.2% | -30.9% | +49.1% | +19.4% |
| 1Y | +22.4% | -43.8% | +66.3% | +24.7% |
| 3Y | +41.9% | -2.5% | +44.4% | +40.5% |
| 5Y | +40.9% | -45.6% | +86.4% | +37.4% |
| All | +59.6% | -74.3% | +133.9% | +54.5% |
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