-69.3%
CPNG vs UL
+22.2%
-91.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.4% | +2.8% |
| 7D | -1.1% | -3.4% | +2.3% | +0.1% |
| 30D | -7.4% | +0.5% | -7.8% | -7.5% |
| 3M | -12.3% | +7.2% | -19.6% | -15.1% |
| 6M | -19.4% | -3.1% | -16.4% | -18.8% |
| YTD | -35.9% | -2.7% | -33.2% | -36.0% |
| 1Y | -53.4% | -10.2% | -43.2% | -51.9% |
| 3Y | -20.0% | +20.3% | -40.3% | -31.0% |
| 5Y | -49.6% | +19.9% | -69.5% | -59.6% |
| All | -69.3% | +22.2% | -91.5% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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