-50.5%
U vs CPNG
-76.1%
+25.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.7% | +5.9% | +5.6% |
| 7D | +2.6% | -6.8% | +9.3% | +6.8% |
| 30D | +27.6% | +5.5% | +22.1% | +22.5% |
| 3M | +15.3% | -6.8% | +22.1% | +18.9% |
| 6M | +96.4% | -4.8% | +101.2% | +94.3% |
| YTD | +19.6% | -35.6% | +55.2% | +48.0% |
| 1Y | +42.1% | -46.8% | +88.9% | +97.4% |
| 3Y | +87.5% | -0.8% | +88.3% | +64.1% |
| 5Y | -73.1% | -42.9% | -30.3% | -71.5% |
| All | -50.5% | -76.1% | +25.6% | -41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling