-69.2%
CPNG vs FDX
+69.6%
-138.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.2% |
| 7D | -6.8% | +5.2% | -11.9% | -8.5% |
| 30D | +5.5% | +11.3% | -5.8% | +1.5% |
| 3M | -6.8% | -4.1% | -2.6% | -5.4% |
| 6M | -4.8% | +9.6% | -14.5% | -8.4% |
| YTD | -35.6% | +40.9% | -76.5% | -44.5% |
| 1Y | -46.8% | +53.0% | -99.8% | -55.7% |
| 3Y | -0.8% | +74.1% | -74.9% | -26.8% |
| 5Y | -42.9% | +75.1% | -117.9% | -60.9% |
| All | -69.2% | +69.6% | -138.7% | -78.7% |
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