+52.6%
XOM vs CPNG
-45.7%
+98.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +12.0% | -16.6% | -3.4% |
| 7D | -7.0% | +20.8% | -27.8% | -5.1% |
| 30D | +3.2% | +20.1% | -16.9% | +5.3% |
| 3M | +10.7% | +1.6% | +9.0% | +11.6% |
| 6M | +11.6% | -15.8% | +27.4% | +13.5% |
| YTD | +43.5% | -27.7% | +71.2% | +42.5% |
| 1Y | +52.6% | -46.9% | +99.5% | +48.7% |
| All | +52.6% | -45.7% | +98.3% | +48.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling