+22.7%
USB vs CPNG
-45.1%
+67.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.7% | +1.6% | -1.6% |
| 7D | -1.5% | +12.7% | -14.2% | -3.1% |
| 30D | +4.3% | +13.9% | -9.6% | +2.4% |
| 3M | -6.1% | +2.6% | -8.7% | -6.6% |
| 6M | +9.4% | -20.9% | +30.3% | +11.9% |
| YTD | +15.2% | -30.4% | +45.6% | +19.3% |
| 1Y | +32.8% | -45.7% | +78.4% | +42.5% |
| 3Y | +91.3% | -1.7% | +93.0% | +84.9% |
| 5Y | +22.7% | -45.1% | +67.8% | +16.0% |
| All | +22.7% | -45.1% | +67.8% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling