-69.0%
CPNG vs FHN
+76.1%
-145.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -7.4% | +1.2% | -8.6% | -7.7% |
| 30D | -4.4% | -4.7% | +0.3% | -3.6% |
| 3M | -7.5% | +3.5% | -11.1% | -8.3% |
| 6M | -19.9% | +7.8% | -27.8% | -21.3% |
| YTD | -35.2% | +5.9% | -41.1% | -36.1% |
| 1Y | -46.8% | +12.5% | -59.3% | -48.3% |
| 3Y | -20.2% | +117.2% | -137.4% | -32.8% |
| 5Y | -48.4% | +86.5% | -135.0% | -53.9% |
| All | -69.0% | +76.1% | -145.0% | -72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling