-70.2%
CPNG vs FICO
+104.2%
-174.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.1% |
| 7D | -5.4% | -14.1% | +8.7% | -1.6% |
| 30D | -11.1% | -7.5% | -3.6% | -9.7% |
| 3M | -3.0% | -21.3% | +18.3% | +1.4% |
| 6M | -23.5% | -25.2% | +1.7% | -19.7% |
| YTD | -37.8% | -43.2% | +5.4% | -28.3% |
| 1Y | -54.3% | -37.2% | -17.1% | -50.3% |
| 3Y | -20.8% | +6.8% | -27.6% | -41.5% |
| 5Y | -51.1% | +112.8% | -163.9% | -77.6% |
| All | -70.2% | +104.2% | -174.4% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling