-46.9%
CPNG vs FANG
+32.3%
-79.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -4.9% | +16.9% | +11.2% |
| 7D | +20.8% | -11.3% | +32.2% | +19.2% |
| 30D | +20.1% | -0.7% | +20.7% | +19.4% |
| 3M | +1.6% | -4.2% | +5.8% | +0.8% |
| 6M | -15.8% | -13.5% | -2.4% | -15.6% |
| YTD | -27.7% | +23.7% | -51.5% | -28.8% |
| 1Y | -46.9% | +34.3% | -81.3% | -47.8% |
| All | -46.9% | +32.3% | -79.2% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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