-18.4%
CPNG vs FGI
-66.3%
+47.9%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.2% | -10.6% | -4.5% |
| 7D | -6.9% | +13.5% | -20.4% | -7.1% |
| 30D | +1.1% | +17.1% | -16.0% | +0.8% |
| 3M | -6.3% | +78.0% | -84.3% | -8.4% |
| 6M | -3.8% | +46.4% | -50.3% | -5.9% |
| YTD | -35.2% | +47.7% | -82.9% | -37.6% |
| 1Y | -47.0% | +56.8% | -103.8% | -49.4% |
| 3Y | -0.2% | +12.3% | -12.5% | -7.5% |
| All | -18.4% | -66.3% | +47.9% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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