-51.1%
CPNG vs FCEL
-91.3%
+40.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.9% | +5.3% | +0.2% |
| 7D | -5.4% | +6.3% | -11.7% | -6.5% |
| 30D | -11.1% | -18.8% | +7.7% | -9.6% |
| 3M | -3.0% | -3.8% | +0.8% | -7.1% |
| 6M | -23.5% | +121.1% | -144.6% | -38.0% |
| YTD | -37.8% | +113.3% | -151.1% | -50.0% |
| 1Y | -54.3% | +173.5% | -227.8% | -66.2% |
| 3Y | -20.8% | -63.9% | +43.1% | -24.6% |
| 5Y | -51.1% | -90.7% | +39.6% | -41.0% |
| All | -51.1% | -91.3% | +40.2% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling