-69.2%
CPNG vs FIVE
+32.8%
-102.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -6.8% | +2.7% | -9.4% | -7.6% |
| 30D | +5.5% | +12.7% | -7.2% | +1.6% |
| 3M | -6.8% | +2.1% | -8.8% | -7.7% |
| 6M | -4.8% | +17.5% | -22.3% | -10.8% |
| YTD | -35.6% | +31.0% | -66.6% | -42.4% |
| 1Y | -46.8% | +67.7% | -114.5% | -56.2% |
| 3Y | -0.8% | +43.4% | -44.2% | -18.3% |
| 5Y | -42.9% | +18.1% | -60.9% | -53.7% |
| All | -69.2% | +32.8% | -102.0% | -75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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