-69.3%
CPNG vs USHY
+25.9%
-95.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.0% | +3.0% |
| 7D | -1.1% | -0.7% | -0.4% | +0.9% |
| 30D | -7.4% | -0.7% | -6.7% | -5.4% |
| 3M | -12.3% | +0.1% | -12.4% | -12.4% |
| 6M | -19.4% | +1.8% | -21.2% | -23.1% |
| YTD | -35.9% | +1.8% | -37.7% | -38.8% |
| 1Y | -53.4% | +3.3% | -56.7% | -57.4% |
| 3Y | -20.0% | +27.0% | -47.0% | -60.1% |
| 5Y | -49.6% | +21.0% | -70.6% | -69.2% |
| All | -69.3% | +25.9% | -95.2% | -82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 10y: compounded portfolio wealth divided by compounded USHY 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…
10y analysis · Full analysis span regression · 6 months rolling