-70.2%
CPNG vs FDS
-10.8%
-59.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.8% | +5.2% | +1.5% |
| 7D | -5.4% | -16.0% | +10.6% | +0.7% |
| 30D | -11.1% | -6.7% | -4.4% | -9.1% |
| 3M | -3.0% | +6.0% | -8.9% | -7.2% |
| 6M | -23.5% | +25.1% | -48.6% | -33.3% |
| YTD | -37.8% | -8.1% | -29.7% | -37.1% |
| 1Y | -54.3% | -26.0% | -28.3% | -48.4% |
| 3Y | -20.8% | -36.4% | +15.6% | -5.0% |
| 5Y | -51.1% | -27.7% | -23.3% | -44.3% |
| All | -70.2% | -10.8% | -59.4% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling