-69.0%
CPNG vs FICO
+98.1%
-167.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -16.7% | +15.3% | +3.6% |
| 7D | -7.4% | -19.2% | +11.7% | -1.9% |
| 30D | -4.4% | -14.6% | +10.2% | -0.6% |
| 3M | -7.5% | -20.1% | +12.6% | -3.9% |
| 6M | -19.9% | -36.3% | +16.4% | -11.3% |
| YTD | -35.2% | -44.9% | +9.7% | -24.6% |
| 1Y | -46.8% | -38.6% | -8.2% | -41.7% |
| 3Y | -20.2% | +4.0% | -24.1% | -40.6% |
| 5Y | -48.4% | +99.5% | -148.0% | -75.8% |
| All | -69.0% | +98.1% | -167.1% | -85.0% |
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