-67.2%
XYZ vs CPNG
-76.8%
+9.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.7% |
| 7D | -3.7% | -7.6% | +3.9% | +0.4% |
| 30D | +0.5% | -8.8% | +9.4% | +5.4% |
| 3M | +16.3% | -7.2% | +23.5% | +18.7% |
| 6M | +21.1% | -21.5% | +42.7% | +32.7% |
| YTD | +22.0% | -37.4% | +59.4% | +50.9% |
| 1Y | +5.2% | -54.3% | +59.5% | +54.0% |
| 3Y | +49.6% | -20.3% | +69.9% | +49.5% |
| 5Y | -68.4% | -51.2% | -17.2% | -64.5% |
| All | -67.2% | -76.8% | +9.6% | -59.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling