-69.2%
CPNG vs FE
+72.8%
-142.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.9% |
| 7D | -6.8% | +1.2% | -8.0% | -7.1% |
| 30D | +5.5% | +4.5% | +1.0% | +4.2% |
| 3M | -6.8% | +1.3% | -8.1% | -7.2% |
| 6M | -4.8% | +8.7% | -13.5% | -7.4% |
| YTD | -35.6% | +9.2% | -44.8% | -37.6% |
| 1Y | -46.8% | +7.0% | -53.7% | -48.0% |
| 3Y | -0.8% | +51.4% | -52.2% | -14.1% |
| 5Y | -42.9% | +47.7% | -90.5% | -48.5% |
| All | -69.2% | +72.8% | -142.0% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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