-0.8%
CPNG vs FHN
+131.2%
-132.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -6.8% | +2.1% | -8.9% | -7.1% |
| 30D | +5.5% | +3.8% | +1.7% | +4.8% |
| 3M | -6.8% | -8.9% | +2.2% | -5.1% |
| 6M | -4.8% | +1.8% | -6.6% | -5.5% |
| YTD | -35.6% | +0.6% | -36.2% | -36.0% |
| 1Y | -46.8% | +12.9% | -59.7% | -48.3% |
| 3Y | -0.8% | +126.4% | -127.2% | -18.3% |
| All | -0.8% | +131.2% | -132.0% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling