+32.6%
XYZ vs CPNG
-44.3%
+76.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.3% |
| 7D | +14.9% | +11.7% | +3.2% | +10.4% |
| 30D | +14.7% | +3.8% | +10.9% | +12.9% |
| 3M | +12.1% | +1.2% | +10.9% | +11.2% |
| 6M | +18.3% | -3.3% | +21.6% | +17.9% |
| YTD | +36.1% | -30.4% | +66.5% | +45.7% |
| All | +32.6% | -44.3% | +76.8% | +52.1% |
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