-44.7%
CPNG vs FIVE
+19.1%
-63.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.6% | -4.8% | -1.1% |
| 7D | +11.7% | +6.2% | +5.5% | +9.6% |
| 30D | +3.8% | +18.2% | -14.4% | -1.8% |
| 3M | +1.2% | +3.8% | -2.7% | -0.5% |
| 6M | -3.3% | +13.7% | -17.0% | -8.6% |
| YTD | -30.4% | +34.7% | -65.1% | -38.6% |
| 1Y | -43.1% | +66.6% | -109.8% | -53.5% |
| 3Y | +8.2% | +44.3% | -36.0% | -10.1% |
| 5Y | -44.7% | +18.8% | -63.5% | -54.3% |
| All | -44.7% | +19.1% | -63.8% | -54.3% |
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 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