+104.2%
USB vs CPNG
+5.8%
+98.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.4% |
| 7D | +0.8% | +11.7% | -10.9% | -0.7% |
| 30D | +6.8% | +3.8% | +3.0% | +6.1% |
| 3M | -3.8% | +1.2% | -5.0% | -4.1% |
| 6M | +11.7% | -3.3% | +15.0% | +11.3% |
| YTD | +17.5% | -30.4% | +47.9% | +22.4% |
| 1Y | +33.8% | -43.1% | +76.9% | +44.6% |
| 3Y | +104.2% | +8.2% | +96.0% | +74.4% |
| All | +104.2% | +5.8% | +98.4% | +74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling