-69.9%
CPNG vs UL
+25.2%
-95.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.8% |
| 7D | -6.3% | -1.3% | -5.0% | -5.8% |
| 30D | -8.7% | +0.9% | -9.7% | -9.0% |
| 3M | -2.4% | +14.2% | -16.7% | -7.8% |
| 6M | -22.3% | -3.2% | -19.2% | -21.6% |
| YTD | -37.2% | -0.3% | -36.9% | -37.8% |
| 1Y | -53.0% | -8.8% | -44.2% | -51.7% |
| 3Y | -20.0% | +23.9% | -43.9% | -31.9% |
| 5Y | -52.8% | +21.4% | -74.1% | -62.4% |
| All | -69.9% | +25.2% | -95.1% | -73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling