-70.0%
CPNG vs FIVE
+33.1%
-103.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.5% |
| 7D | -7.6% | +1.7% | -9.2% | -8.1% |
| 30D | -8.8% | +5.0% | -13.8% | -10.5% |
| 3M | -7.2% | +29.5% | -36.7% | -15.2% |
| 6M | -21.5% | +12.4% | -34.0% | -25.9% |
| YTD | -37.4% | +31.2% | -68.6% | -44.0% |
| 1Y | -54.3% | +72.9% | -127.2% | -63.0% |
| 3Y | -20.3% | +53.0% | -73.3% | -36.7% |
| 5Y | -51.2% | +34.2% | -85.4% | -61.5% |
| All | -70.0% | +33.1% | -103.1% | -76.4% |
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