-21.9%
CPNG vs FDS
-32.7%
+10.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +0.2% |
| 7D | -7.6% | -8.8% | +1.2% | -6.1% |
| 30D | -8.8% | -1.4% | -7.5% | -8.7% |
| 3M | -7.2% | +13.9% | -21.1% | -10.5% |
| 6M | -21.5% | +27.4% | -48.9% | -26.9% |
| YTD | -37.4% | -2.5% | -35.0% | -37.6% |
| 1Y | -54.3% | -23.8% | -30.6% | -50.7% |
| All | -21.9% | -32.7% | +10.8% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling