-54.8%
CPNG vs FHN
+12.1%
-66.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | -5.4% | -0.8% | -4.6% | -5.3% |
| 30D | -11.1% | -2.6% | -8.5% | -10.9% |
| 3M | -3.0% | +0.8% | -3.8% | -3.7% |
| 6M | -23.5% | +9.2% | -32.7% | -25.4% |
| YTD | -37.8% | +5.1% | -42.9% | -39.1% |
| All | -54.8% | +12.1% | -66.8% | -55.4% |
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