+45.0%
USB vs CPNG
-74.8%
+119.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.2% |
| 7D | -0.5% | -6.2% | +5.7% | +0.2% |
| 30D | +5.7% | +4.6% | +1.1% | +5.1% |
| 3M | -4.7% | -3.1% | -1.6% | -4.6% |
| 6M | +13.4% | -0.9% | +14.3% | +12.7% |
| YTD | +17.0% | -32.2% | +49.2% | +21.0% |
| 1Y | +32.4% | -44.2% | +76.6% | +40.0% |
| 3Y | +101.7% | +4.4% | +97.3% | +95.4% |
| 5Y | +24.4% | -45.2% | +69.6% | +19.2% |
| All | +45.0% | -74.8% | +119.8% | +35.2% |
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