-20.0%
CPNG vs FFIV
+141.9%
-162.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | -6.3% | -1.5% | -4.7% | -5.9% |
| 30D | -8.7% | -2.7% | -6.1% | -8.4% |
| 3M | -2.4% | -1.7% | -0.8% | -2.3% |
| 6M | -22.3% | +36.1% | -58.5% | -28.7% |
| YTD | -37.2% | +52.6% | -89.9% | -44.2% |
| 1Y | -53.0% | +21.5% | -74.5% | -55.6% |
| 3Y | -20.0% | +142.7% | -162.7% | -35.7% |
| All | -20.0% | +141.9% | -162.0% | -35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling