-46.9%
CPNG vs USAR
-49.3%
+2.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -5.9% | +17.8% | +12.6% |
| 7D | +20.8% | -21.8% | +42.6% | +24.0% |
| 30D | +20.1% | -39.9% | +60.0% | +26.6% |
| 3M | +1.6% | -52.5% | +54.1% | +9.6% |
| 6M | -15.8% | -67.9% | +52.1% | -6.9% |
| YTD | -27.7% | -31.1% | +3.4% | -25.2% |
| 1Y | -46.9% | -49.8% | +2.9% | -43.8% |
| All | -46.9% | -49.3% | +2.4% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling