-70.2%
CPNG vs FFIV
+104.7%
-175.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.1% |
| 7D | -5.4% | +1.6% | -7.0% | -6.1% |
| 30D | -11.1% | -3.7% | -7.3% | -10.0% |
| 3M | -3.0% | +2.0% | -4.9% | -4.6% |
| 6M | -23.5% | +39.3% | -62.8% | -35.6% |
| YTD | -37.8% | +56.1% | -93.9% | -50.8% |
| 1Y | -54.3% | +22.0% | -76.3% | -59.5% |
| 3Y | -20.8% | +148.2% | -169.0% | -55.2% |
| 5Y | -51.1% | +96.3% | -147.4% | -69.6% |
| All | -70.2% | +104.7% | -175.0% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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