-59.9%
U vs CPNG
-76.7%
+16.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.1% | +5.8% | +4.5% |
| 7D | +4.5% | -6.3% | +10.7% | +8.4% |
| 30D | -0.6% | -8.7% | +8.2% | +4.5% |
| 3M | +48.4% | -2.4% | +50.9% | +46.5% |
| 6M | +115.4% | -22.3% | +137.7% | +138.9% |
| YTD | -3.2% | -37.2% | +34.0% | +22.5% |
| 1Y | -6.0% | -53.0% | +46.9% | +41.5% |
| 3Y | +13.5% | -20.0% | +33.5% | +14.7% |
| 5Y | -68.0% | -52.8% | -15.2% | -64.1% |
| All | -59.9% | -76.7% | +16.8% | -51.9% |
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