-20.0%
CPNG vs FCEL
-62.7%
+42.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.1% | +2.9% |
| 7D | -1.1% | +6.3% | -7.4% | -1.7% |
| 30D | -7.4% | -26.7% | +19.3% | -5.8% |
| 3M | -12.3% | -10.2% | -2.2% | -13.8% |
| 6M | -19.4% | +123.5% | -142.9% | -26.8% |
| YTD | -35.9% | +117.4% | -153.3% | -41.9% |
| 1Y | -53.4% | +146.0% | -199.4% | -58.8% |
| 3Y | -20.0% | -61.9% | +41.9% | -23.3% |
| All | -20.0% | -62.7% | +42.7% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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