+31.8%
USB vs CPNG
-45.2%
+76.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | 0.0% | +13.4% | -13.4% | -0.6% |
| 30D | +5.8% | +10.0% | -4.2% | +5.3% |
| 3M | -6.0% | -0.4% | -5.6% | -6.1% |
| 6M | +7.8% | -8.9% | +16.7% | +7.7% |
| YTD | +14.6% | -30.9% | +45.5% | +14.2% |
| 1Y | +31.8% | -43.8% | +75.6% | +33.0% |
| All | +31.8% | -45.2% | +76.9% | +33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling