-63.4%
XYZ vs CPNG
-74.1%
+10.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.2% |
| 7D | +14.9% | +11.7% | +3.2% | +8.6% |
| 30D | +14.7% | +3.8% | +10.9% | +12.6% |
| 3M | +12.1% | +1.2% | +10.9% | +11.2% |
| 6M | +18.3% | -3.3% | +21.6% | +17.5% |
| YTD | +36.1% | -30.4% | +66.5% | +59.0% |
| 1Y | +35.3% | -43.1% | +78.5% | +76.0% |
| 3Y | +73.5% | +8.2% | +65.2% | +46.2% |
| 5Y | -61.6% | -44.7% | -16.9% | -59.3% |
| All | -63.4% | -74.1% | +10.8% | -57.3% |
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