-13.1%
CPNG vs FGI
-70.6%
+57.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | +13.4% | -7.0% | +20.3% | +13.5% |
| 30D | +10.0% | -4.2% | +14.2% | +10.0% |
| 3M | -0.4% | +55.6% | -56.0% | -2.4% |
| 6M | -8.9% | -3.2% | -5.8% | -10.0% |
| YTD | -30.9% | +29.1% | -60.1% | -33.3% |
| 1Y | -43.8% | +51.0% | -94.8% | -46.4% |
| 3Y | -2.5% | +1.5% | -4.0% | -9.9% |
| All | -13.1% | -70.6% | +57.5% | -13.3% |
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