-69.0%
CPNG vs FDS
+2.5%
-71.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -0.1% |
| 7D | -7.4% | -1.9% | -5.5% | -6.9% |
| 30D | -4.4% | +9.0% | -13.5% | -7.7% |
| 3M | -7.5% | +18.9% | -26.4% | -15.0% |
| 6M | -19.9% | +35.1% | -55.1% | -31.6% |
| YTD | -35.2% | +5.5% | -40.7% | -37.6% |
| 1Y | -46.8% | -16.8% | -30.0% | -42.0% |
| 3Y | -20.2% | -28.1% | +7.9% | -7.8% |
| 5Y | -48.4% | -17.4% | -31.0% | -44.1% |
| All | -69.0% | +2.5% | -71.4% | -67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling