+50.0%
USB vs CPNG
-75.9%
+125.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | -0.1% |
| 7D | +1.4% | -7.4% | +8.9% | +2.3% |
| 30D | -1.3% | -4.4% | +3.1% | -0.9% |
| 3M | +15.2% | -7.5% | +22.7% | +15.7% |
| 6M | +18.8% | -19.9% | +38.8% | +20.8% |
| YTD | +21.0% | -35.2% | +56.2% | +25.9% |
| 1Y | +34.0% | -46.8% | +80.8% | +42.6% |
| 3Y | +95.3% | -20.2% | +115.5% | +94.8% |
| 5Y | +40.4% | -48.4% | +88.8% | +35.3% |
| All | +50.0% | -75.9% | +125.9% | +40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling