-69.2%
CPNG vs FFIV
+58.8%
-128.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.4% |
| 7D | -6.8% | -0.5% | -6.2% | -6.6% |
| 30D | +5.5% | -32.4% | +37.9% | +21.3% |
| 3M | -6.8% | -25.7% | +18.9% | +2.4% |
| 6M | -4.8% | -13.5% | +8.7% | -3.0% |
| YTD | -35.6% | +21.1% | -56.7% | -44.9% |
| 1Y | -46.8% | +29.4% | -76.2% | -56.0% |
| 3Y | -0.8% | +94.9% | -95.7% | -39.7% |
| 5Y | -42.9% | +34.7% | -77.6% | -60.8% |
| All | -69.2% | +58.8% | -128.0% | -78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling