-46.0%
CPNG vs FICO
+91.4%
-137.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.8% |
| 7D | -6.8% | +2.2% | -9.0% | -7.3% |
| 30D | +5.5% | +0.1% | +5.4% | +5.0% |
| 3M | -6.8% | -35.2% | +28.4% | +2.2% |
| 6M | -4.8% | -32.4% | +27.5% | -0.1% |
| YTD | -35.6% | -57.4% | +21.8% | -21.7% |
| 1Y | -46.8% | -58.5% | +11.8% | -34.6% |
| 3Y | -0.8% | -28.9% | +28.1% | -17.3% |
| All | -46.0% | +91.4% | -137.5% | -75.5% |
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