-66.7%
CPNG vs FICO
+53.8%
-120.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.1% |
| 7D | +11.7% | -0.1% | +11.8% | +11.6% |
| 30D | +3.8% | +8.4% | -4.6% | +0.8% |
| 3M | +1.2% | -30.5% | +31.7% | +8.7% |
| 6M | -3.3% | -35.7% | +32.4% | +3.6% |
| YTD | -30.4% | -57.2% | +26.8% | -15.2% |
| 1Y | -43.1% | -58.4% | +15.3% | -30.0% |
| 3Y | +8.2% | -24.8% | +33.1% | -11.5% |
| 5Y | -44.7% | +79.3% | -124.0% | -74.4% |
| All | -66.7% | +53.8% | -120.5% | -83.1% |
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