-70.2%
CPNG vs FDX
+62.5%
-132.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -0.9% |
| 7D | -5.4% | -3.9% | -1.6% | -4.0% |
| 30D | -11.1% | -3.3% | -7.8% | -10.1% |
| 3M | -3.0% | -2.0% | -1.0% | -2.7% |
| 6M | -23.5% | +8.0% | -31.6% | -26.6% |
| YTD | -37.8% | +35.0% | -72.8% | -45.6% |
| 1Y | -54.3% | +73.7% | -128.0% | -64.1% |
| 3Y | -20.8% | +61.6% | -82.4% | -39.9% |
| 5Y | -51.1% | +65.4% | -116.4% | -66.3% |
| All | -70.2% | +62.5% | -132.7% | -79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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