-69.0%
CPNG vs FIVE
+35.8%
-104.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.1% | -6.5% | -3.0% |
| 7D | -7.4% | +4.3% | -11.7% | -8.8% |
| 30D | -4.4% | +12.5% | -16.9% | -8.3% |
| 3M | -7.5% | +31.2% | -38.7% | -15.7% |
| 6M | -19.9% | +14.4% | -34.3% | -24.8% |
| YTD | -35.2% | +33.9% | -69.1% | -42.3% |
| 1Y | -46.8% | +65.1% | -111.8% | -56.2% |
| 3Y | -20.2% | +49.0% | -69.1% | -35.4% |
| 5Y | -48.4% | +30.3% | -78.7% | -59.2% |
| All | -69.0% | +35.8% | -104.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling