-51.1%
CPNG vs UL
+18.7%
-69.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.1% |
| 7D | -5.4% | -4.1% | -1.4% | -4.0% |
| 30D | -11.1% | -1.2% | -9.9% | -10.7% |
| 3M | -3.0% | +6.0% | -9.0% | -5.7% |
| 6M | -23.5% | -5.5% | -18.0% | -22.1% |
| YTD | -37.8% | -3.3% | -34.5% | -37.8% |
| 1Y | -54.3% | -9.8% | -44.5% | -52.9% |
| 3Y | -20.8% | +20.1% | -40.9% | -32.4% |
| 5Y | -51.1% | +19.2% | -70.3% | -61.5% |
| All | -51.1% | +18.7% | -69.8% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling