+255.6%
XOM vs CPNG
-51.3%
+306.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.6% |
| 7D | +1.9% | -5.4% | +7.3% | +2.2% |
| 30D | +4.1% | -11.1% | +15.2% | +4.7% |
| 3M | +10.4% | -3.0% | +13.4% | +10.2% |
| 6M | +13.0% | -23.5% | +36.5% | +14.3% |
| YTD | +40.1% | -37.8% | +77.9% | +43.5% |
| 1Y | +51.1% | -54.3% | +105.5% | +58.3% |
| 3Y | +57.7% | -20.8% | +78.5% | +57.0% |
| All | +255.6% | -51.3% | +306.8% | +237.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling