-66.9%
CPNG vs FICO
+49.7%
-116.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +13.4% | -0.9% | +14.3% | +13.5% |
| 30D | +10.0% | +3.3% | +6.7% | +8.1% |
| 3M | -0.4% | -31.7% | +31.4% | +7.5% |
| 6M | -8.9% | -34.0% | +25.0% | -3.8% |
| YTD | -30.9% | -58.3% | +27.4% | -15.3% |
| 1Y | -43.8% | -57.9% | +14.1% | -31.4% |
| 3Y | -2.5% | -24.1% | +21.6% | -21.4% |
| 5Y | -45.6% | +85.3% | -130.9% | -75.3% |
| All | -66.9% | +49.7% | -116.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling