-14.7%
CPNG vs USAR
+74.0%
-88.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.4% |
| 7D | -7.4% | -2.1% | -5.3% | -7.4% |
| 30D | -4.4% | +2.6% | -7.1% | -4.6% |
| 3M | -7.5% | -35.0% | +27.5% | -7.0% |
| 6M | -19.9% | -6.9% | -13.1% | -20.1% |
| YTD | -35.2% | +48.0% | -83.2% | -35.2% |
| 1Y | -46.8% | +24.8% | -71.6% | -46.5% |
| 3Y | -20.2% | +73.2% | -93.4% | -22.7% |
| All | -14.7% | +74.0% | -88.7% | -18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling