-21.9%
CPNG vs USAR
+67.7%
-89.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | -0.2% |
| 7D | -7.6% | -4.4% | -3.2% | -7.5% |
| 30D | -8.8% | -10.4% | +1.6% | -8.6% |
| 3M | -7.2% | -18.4% | +11.1% | -7.0% |
| 6M | -21.5% | -8.8% | -12.7% | -21.6% |
| YTD | -37.4% | +43.4% | -80.8% | -37.4% |
| 1Y | -54.3% | +21.0% | -75.3% | -54.1% |
| All | -21.9% | +67.7% | -89.7% | -19.6% |
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