-52.8%
CPNG vs FE
+48.2%
-100.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.5% | -2.9% |
| 7D | -6.3% | +0.6% | -6.9% | -6.5% |
| 30D | -8.7% | -2.1% | -6.6% | -8.1% |
| 3M | -2.4% | +2.6% | -5.1% | -3.7% |
| 6M | -22.3% | -6.8% | -15.6% | -20.6% |
| YTD | -37.2% | +6.9% | -44.1% | -39.2% |
| 1Y | -53.0% | +11.6% | -64.5% | -55.3% |
| 3Y | -20.0% | +47.7% | -67.7% | -33.8% |
| 5Y | -52.8% | +46.2% | -99.0% | -63.3% |
| All | -52.8% | +48.2% | -100.9% | -63.3% |
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