-64.6%
XYZ vs CPNG
-74.3%
+9.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.1% |
| 7D | +12.1% | +13.4% | -1.2% | +5.2% |
| 30D | +12.4% | +10.0% | +2.4% | +6.9% |
| 3M | +8.2% | -0.4% | +8.5% | +8.1% |
| 6M | +20.7% | -8.9% | +29.6% | +23.7% |
| YTD | +31.3% | -30.9% | +62.3% | +54.1% |
| 1Y | +20.5% | -43.8% | +64.3% | +57.8% |
| 3Y | +72.6% | -2.5% | +75.1% | +53.8% |
| 5Y | -64.0% | -45.6% | -18.4% | -61.6% |
| All | -64.6% | -74.3% | +9.7% | -58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling