-46.4%
CPNG vs FIVE
+62.8%
-109.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -2.9% | -4.1% |
| 7D | -6.9% | +2.4% | -9.3% | -7.4% |
| 30D | +1.1% | +15.8% | -14.7% | -1.4% |
| 3M | -6.3% | +3.8% | -10.1% | -7.1% |
| 6M | -3.8% | +18.5% | -22.4% | -7.7% |
| YTD | -35.2% | +31.2% | -66.4% | -41.4% |
| All | -46.4% | +62.8% | -109.2% | -57.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling