+63.0%
XLU vs CPNG
-76.9%
+139.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | -1.2% | -5.4% | +4.2% | -0.9% |
| 30D | -2.5% | -11.1% | +8.5% | -2.0% |
| 3M | -2.7% | -3.0% | +0.2% | -2.8% |
| 6M | -7.5% | -23.5% | +16.1% | -6.6% |
| YTD | +0.9% | -37.8% | +38.8% | +2.9% |
| 1Y | +3.3% | -54.3% | +57.6% | +6.9% |
| 3Y | +47.3% | -20.8% | +68.1% | +47.6% |
| 5Y | +44.4% | -51.1% | +95.5% | +42.1% |
| All | +63.0% | -76.9% | +139.9% | +61.7% |
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