-69.3%
CPNG vs FANG
+211.1%
-280.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.1% |
| 7D | -1.1% | +2.9% | -4.0% | -1.6% |
| 30D | -7.4% | +2.6% | -10.0% | -7.9% |
| 3M | -12.3% | +7.6% | -19.9% | -13.9% |
| 6M | -19.4% | +17.3% | -36.8% | -22.7% |
| YTD | -35.9% | +38.7% | -74.6% | -40.7% |
| 1Y | -53.4% | +51.6% | -105.1% | -57.8% |
| 3Y | -20.0% | +50.0% | -70.0% | -29.3% |
| 5Y | -49.6% | +237.6% | -287.1% | -59.6% |
| All | -69.3% | +211.1% | -280.4% | -75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling