+9.3%
XYZ vs CPNG
-45.9%
+55.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.2% |
| 7D | -1.0% | -7.4% | +6.5% | +1.7% |
| 30D | -1.7% | -4.4% | +2.7% | -0.3% |
| 3M | +16.7% | -7.5% | +24.2% | +18.4% |
| 6M | +26.9% | -19.9% | +46.8% | +34.5% |
| YTD | +27.1% | -35.2% | +62.3% | +42.0% |
| 1Y | +9.3% | -46.8% | +56.0% | +31.4% |
| All | +9.3% | -45.9% | +55.1% | +31.4% |
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 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