-53.0%
CPNG vs FICO
+99.8%
-152.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -16.7% | +15.3% | +3.5% |
| 7D | -7.4% | -19.2% | +11.7% | -2.0% |
| 30D | -4.4% | -14.6% | +10.2% | -0.7% |
| 3M | -7.5% | -20.1% | +12.6% | -3.9% |
| 6M | -19.9% | -36.3% | +16.4% | -11.4% |
| YTD | -35.2% | -44.9% | +9.7% | -24.7% |
| 1Y | -46.8% | -38.6% | -8.2% | -41.7% |
| 3Y | -20.2% | +4.0% | -24.1% | -41.1% |
| All | -53.0% | +99.8% | -152.8% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling