-52.8%
CPNG vs FIVE
+38.7%
-91.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.9% | -3.4% |
| 7D | -6.3% | +3.7% | -9.9% | -7.4% |
| 30D | -8.7% | +4.0% | -12.7% | -10.2% |
| 3M | -2.4% | +36.2% | -38.7% | -12.5% |
| 6M | -22.3% | +18.0% | -40.4% | -28.0% |
| YTD | -37.2% | +34.9% | -72.1% | -44.5% |
| 1Y | -53.0% | +67.9% | -120.9% | -61.8% |
| 3Y | -20.0% | +57.3% | -77.4% | -37.2% |
| 5Y | -52.8% | +39.5% | -92.3% | -63.0% |
| All | -52.8% | +38.7% | -91.4% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling