-66.8%
CPNG vs FE
+70.9%
-137.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +7.2% | -0.5% | +7.7% | +7.4% |
| 30D | +3.2% | +4.3% | -1.1% | +2.1% |
| 3M | +0.9% | +0.4% | +0.5% | +0.7% |
| 6M | -3.8% | +6.9% | -10.8% | -6.1% |
| YTD | -30.8% | +8.0% | -38.8% | -32.7% |
| 1Y | -43.5% | +4.8% | -48.4% | -44.6% |
| 3Y | +6.6% | +49.0% | -42.4% | -7.3% |
| 5Y | -45.3% | +46.2% | -91.5% | -50.6% |
| All | -66.8% | +70.9% | -137.7% | -70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling