-0.9%
CPNG vs URI
+23.3%
-24.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.2% | -6.2% | -2.4% |
| 7D | -6.2% | +2.6% | -8.8% | -6.4% |
| 30D | +4.6% | +9.1% | -4.4% | +3.3% |
| 3M | -3.1% | +1.0% | -4.1% | -3.3% |
| 6M | -0.9% | +23.3% | -24.2% | -9.3% |
| All | -0.9% | +23.3% | -24.2% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 6mo: compounded portfolio wealth divided by compounded URI 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…
6mo analysis · Full analysis span regression · 6 months rolling