-20.0%
CPNG vs FANG
+45.3%
-65.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.1% |
| 7D | -1.1% | +2.9% | -4.0% | -1.5% |
| 30D | -7.4% | +2.6% | -10.0% | -7.7% |
| 3M | -12.3% | +7.6% | -19.9% | -13.4% |
| 6M | -19.4% | +17.3% | -36.8% | -22.1% |
| YTD | -35.9% | +38.7% | -74.6% | -40.0% |
| 1Y | -53.4% | +51.6% | -105.1% | -57.3% |
| 3Y | -20.0% | +50.0% | -70.0% | -31.8% |
| All | -20.0% | +45.3% | -65.3% | -31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling