-69.0%
CPNG vs URA
+118.5%
-187.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.8% | -0.6% | -3.1% |
| 7D | -6.9% | +4.5% | -11.3% | -8.3% |
| 30D | +1.1% | -13.4% | +14.6% | +5.7% |
| 3M | -6.3% | -28.4% | +22.1% | +3.7% |
| 6M | -3.8% | -40.5% | +36.6% | +12.6% |
| YTD | -35.2% | -24.3% | -10.9% | -31.5% |
| 1Y | -47.0% | -28.8% | -18.1% | -42.9% |
| 3Y | -0.2% | +37.6% | -37.8% | -21.4% |
| 5Y | -42.5% | +30.7% | -73.2% | -58.5% |
| All | -69.0% | +118.5% | -187.4% | -76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling