-45.2%
CPNG vs FE
+47.5%
-92.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | +13.4% | 0.0% | +13.4% | +13.4% |
| 30D | +10.0% | +5.2% | +4.8% | +8.1% |
| 3M | -0.4% | 0.0% | -0.3% | -0.5% |
| 6M | -8.9% | +5.0% | -14.0% | -11.0% |
| YTD | -30.9% | +7.9% | -38.8% | -33.4% |
| 1Y | -43.8% | +6.3% | -50.2% | -45.5% |
| 3Y | -2.5% | +46.0% | -48.5% | -18.7% |
| All | -45.2% | +47.5% | -92.6% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling