-46.9%
CPNG vs FHN
+14.6%
-61.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.7% | +10.3% | +11.7% |
| 7D | +20.8% | +2.3% | +18.6% | +20.4% |
| 30D | +20.1% | +1.6% | +18.4% | +19.7% |
| 3M | +1.6% | -8.4% | +10.0% | +2.5% |
| 6M | -15.8% | -2.3% | -13.6% | -16.6% |
| YTD | -27.7% | +1.5% | -29.2% | -29.3% |
| 1Y | -46.9% | +15.0% | -62.0% | -48.2% |
| All | -46.9% | +14.6% | -61.5% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 1y: compounded portfolio wealth divided by compounded FHN 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…
1y analysis · Full analysis span regression · 6 months rolling