-51.2%
CPNG vs FDX
+63.0%
-114.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | +0.2% |
| 7D | -7.6% | -2.3% | -5.3% | -6.8% |
| 30D | -8.8% | -4.9% | -3.9% | -7.2% |
| 3M | -7.2% | -6.5% | -0.8% | -5.3% |
| 6M | -21.5% | +6.7% | -28.2% | -24.5% |
| YTD | -37.4% | +33.9% | -71.3% | -45.3% |
| 1Y | -54.3% | +72.2% | -126.5% | -64.2% |
| 3Y | -20.3% | +60.2% | -80.5% | -40.1% |
| 5Y | -51.2% | +62.9% | -114.1% | -66.3% |
| All | -51.2% | +63.0% | -114.2% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling