-58.8%
U vs CPNG
-76.2%
+17.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.1% | +1.4% | +2.7% |
| 7D | +5.5% | -1.1% | +6.6% | +6.2% |
| 30D | -1.3% | -7.4% | +6.1% | +2.9% |
| 3M | +64.6% | -12.3% | +76.9% | +75.2% |
| 6M | +119.4% | -19.4% | +138.8% | +138.3% |
| YTD | -0.5% | -35.9% | +35.4% | +24.5% |
| 1Y | +1.3% | -53.4% | +54.7% | +53.6% |
| 3Y | +15.6% | -20.0% | +35.6% | +17.1% |
| 5Y | -67.5% | -49.6% | -17.9% | -64.3% |
| All | -58.8% | -76.2% | +17.4% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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