-69.3%
CPNG vs URA
+193.9%
-263.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.3% | +6.3% | +4.2% |
| 7D | -1.1% | -5.5% | +4.4% | +0.6% |
| 30D | -7.4% | -3.7% | -3.7% | -6.6% |
| 3M | -12.3% | -2.9% | -9.4% | -12.1% |
| 6M | -19.4% | -15.2% | -4.2% | -16.6% |
| YTD | -35.9% | +1.9% | -37.8% | -38.3% |
| 1Y | -53.4% | +6.9% | -60.3% | -56.6% |
| 3Y | -20.0% | +99.6% | -119.6% | -44.6% |
| 5Y | -49.6% | +101.2% | -150.7% | -67.1% |
| All | -69.3% | +193.9% | -263.2% | -79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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