-63.9%
XYZ vs CPNG
-44.9%
-19.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.2% |
| 7D | +12.1% | +13.4% | -1.2% | +4.8% |
| 30D | +12.4% | +10.0% | +2.4% | +6.6% |
| 3M | +8.2% | -0.4% | +8.5% | +8.1% |
| 6M | +20.7% | -8.9% | +29.6% | +23.8% |
| YTD | +31.3% | -30.9% | +62.3% | +55.5% |
| 1Y | +20.5% | -43.8% | +64.3% | +60.3% |
| 3Y | +72.6% | -2.5% | +75.1% | +50.6% |
| All | -63.9% | -44.9% | -19.0% | -60.7% |
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