-69.0%
CPNG vs FDX
+68.1%
-137.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.2% |
| 7D | -7.4% | -2.5% | -4.9% | -6.6% |
| 30D | -4.4% | +3.8% | -8.2% | -5.8% |
| 3M | -7.5% | -1.3% | -6.2% | -7.5% |
| 6M | -19.9% | +5.0% | -25.0% | -22.3% |
| YTD | -35.2% | +39.6% | -74.8% | -44.0% |
| 1Y | -46.8% | +81.1% | -127.9% | -58.8% |
| 3Y | -20.2% | +63.0% | -83.2% | -39.3% |
| 5Y | -48.4% | +65.6% | -114.0% | -64.7% |
| All | -69.0% | +68.1% | -137.0% | -78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling