-20.0%
CPNG vs URA
+121.0%
-141.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.1% | -6.3% | -3.9% |
| 7D | -6.3% | +8.1% | -14.4% | -8.2% |
| 30D | -8.7% | +5.8% | -14.5% | -10.3% |
| 3M | -2.4% | +3.4% | -5.9% | -3.8% |
| 6M | -22.3% | -2.6% | -19.7% | -23.2% |
| YTD | -37.2% | +11.2% | -48.4% | -40.1% |
| 1Y | -53.0% | +19.8% | -72.8% | -56.5% |
| 3Y | -20.0% | +121.5% | -141.5% | -40.3% |
| All | -20.0% | +121.0% | -141.0% | -40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling