-69.2%
CPNG vs FDS
+12.9%
-82.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.8% |
| 7D | -6.8% | +1.5% | -8.2% | -7.3% |
| 30D | +5.5% | +14.8% | -9.3% | +0.2% |
| 3M | -6.8% | +16.3% | -23.0% | -12.3% |
| 6M | -4.8% | +66.2% | -71.1% | -25.2% |
| YTD | -35.6% | +16.2% | -51.8% | -40.5% |
| 1Y | -46.8% | +21.8% | -68.6% | -52.3% |
| 3Y | -0.8% | -23.9% | +23.1% | +13.7% |
| 5Y | -42.9% | -23.1% | -19.7% | -39.3% |
| All | -69.2% | +12.9% | -82.1% | -68.8% |
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