-50.5%
CPNG vs FHN
+88.4%
-138.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.2% |
| 7D | -1.1% | -1.2% | +0.1% | -0.9% |
| 30D | -7.4% | -4.8% | -2.6% | -6.5% |
| 3M | -12.3% | -0.7% | -11.6% | -12.4% |
| 6M | -19.4% | +10.6% | -30.1% | -21.3% |
| YTD | -35.9% | +4.6% | -40.5% | -36.8% |
| 1Y | -53.4% | +11.4% | -64.8% | -54.7% |
| 3Y | -20.0% | +132.3% | -152.3% | -34.5% |
| All | -50.5% | +88.4% | -138.9% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling