-70.2%
CPNG vs FE
+68.4%
-138.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -5.4% | -1.7% | -3.7% | -5.0% |
| 30D | -11.1% | -1.3% | -9.8% | -10.8% |
| 3M | -3.0% | +0.6% | -3.6% | -3.4% |
| 6M | -23.5% | -6.8% | -16.7% | -22.2% |
| YTD | -37.8% | +6.4% | -44.2% | -39.3% |
| 1Y | -54.3% | +11.3% | -65.6% | -56.0% |
| 3Y | -20.8% | +47.1% | -67.9% | -30.8% |
| 5Y | -51.1% | +50.4% | -101.5% | -55.1% |
| All | -70.2% | +68.4% | -138.6% | -73.0% |
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