-18.9%
CPNG vs FGI
-74.8%
+55.9%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -25.2% | +24.5% | -0.2% |
| 7D | -6.8% | -14.4% | +7.6% | -6.6% |
| 30D | +5.5% | -11.8% | +17.3% | +5.6% |
| 3M | -6.8% | -46.2% | +39.5% | -6.0% |
| 6M | -4.8% | +5.2% | -10.0% | -6.4% |
| YTD | -35.6% | +10.5% | -46.1% | -37.7% |
| 1Y | -46.8% | +25.5% | -72.3% | -49.0% |
| 3Y | -0.8% | -16.0% | +15.2% | -7.6% |
| All | -18.9% | -74.8% | +55.9% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling