+25.7%
USB vs CPNG
-43.2%
+68.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +0.9% |
| 7D | +2.6% | -6.8% | +9.3% | +3.5% |
| 30D | +8.4% | +5.5% | +2.9% | +7.5% |
| 3M | -5.5% | -6.8% | +1.2% | -4.9% |
| 6M | +17.7% | -4.8% | +22.6% | +17.5% |
| YTD | +17.6% | -35.6% | +53.2% | +23.1% |
| 1Y | +33.9% | -46.8% | +80.6% | +44.0% |
| 3Y | +103.8% | -0.8% | +104.6% | +96.7% |
| All | +25.7% | -43.2% | +68.8% | +19.7% |
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