-0.8%
CPNG vs USAR
-20.4%
+19.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.7% |
| 7D | -6.8% | -0.8% | -6.0% | -6.7% |
| 30D | +5.5% | -20.9% | +26.4% | +6.1% |
| 3M | -6.8% | -56.2% | +49.4% | -4.6% |
| 6M | -4.8% | -67.9% | +63.1% | -2.4% |
| YTD | -35.6% | -31.4% | -4.2% | -34.2% |
| 1Y | -46.8% | -45.1% | -1.7% | -45.6% |
| 3Y | -0.8% | -20.3% | +19.5% | -5.8% |
| All | -0.8% | -20.4% | +19.6% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling