-21.0%
CPNG vs FGI
-69.8%
+48.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -5.0% | -3.2% |
| 7D | -6.3% | +5.2% | -11.4% | -6.4% |
| 30D | -8.7% | +65.2% | -74.0% | -10.6% |
| 3M | -2.4% | +30.2% | -32.6% | -4.1% |
| 6M | -22.3% | +87.8% | -110.1% | -25.7% |
| YTD | -37.2% | +32.5% | -69.7% | -39.3% |
| 1Y | -53.0% | +93.6% | -146.6% | -56.5% |
| 3Y | -20.0% | -2.6% | -17.5% | -25.4% |
| All | -21.0% | -69.8% | +48.8% | -21.1% |
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