-51.2%
CPNG vs FFIV
+100.0%
-151.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -2.1% |
| 7D | -7.6% | +3.5% | -11.0% | -9.1% |
| 30D | -8.8% | -1.3% | -7.5% | -8.7% |
| 3M | -7.2% | +2.4% | -9.6% | -9.0% |
| 6M | -21.5% | +41.8% | -63.3% | -35.2% |
| YTD | -37.4% | +58.5% | -95.9% | -51.6% |
| 1Y | -54.3% | +24.3% | -78.7% | -60.2% |
| 3Y | -20.3% | +152.0% | -172.3% | -57.8% |
| 5Y | -51.2% | +99.1% | -150.3% | -71.0% |
| All | -51.2% | +100.0% | -151.2% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling