+46.3%
XLU vs CPNG
-19.3%
+65.5%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.5% |
| 7D | -1.6% | -1.1% | -0.5% | -1.5% |
| 30D | -3.3% | -7.4% | +4.0% | -2.8% |
| 3M | -3.2% | -12.3% | +9.2% | -2.5% |
| 6M | -7.0% | -19.4% | +12.5% | -5.9% |
| YTD | +0.6% | -35.9% | +36.5% | +4.0% |
| 1Y | +2.4% | -53.4% | +55.8% | +9.4% |
| 3Y | +46.3% | -20.0% | +66.3% | +44.0% |
| All | +46.3% | -19.3% | +65.5% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling