+58.0%
XLV vs CPNG
-76.2%
+134.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.2% | -0.4% |
| 7D | -3.6% | -1.1% | -2.4% | -3.5% |
| 30D | -1.8% | -7.4% | +5.5% | -1.3% |
| 3M | +7.8% | -12.3% | +20.1% | +8.6% |
| 6M | +9.1% | -19.4% | +28.6% | +10.2% |
| YTD | +7.7% | -35.9% | +43.6% | +10.4% |
| 1Y | +20.4% | -53.4% | +73.8% | +26.2% |
| 3Y | +30.8% | -20.0% | +50.8% | +30.7% |
| 5Y | +34.6% | -49.6% | +84.2% | +32.0% |
| All | +58.0% | -76.2% | +134.2% | +55.6% |
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