-70.0%
CPNG vs FIVN
-81.8%
+11.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.4% | +0.5% |
| 7D | -7.6% | -9.6% | +2.0% | -4.8% |
| 30D | -8.8% | -11.9% | +3.1% | -5.7% |
| 3M | -7.2% | +40.1% | -47.3% | -18.7% |
| 6M | -21.5% | +68.3% | -89.9% | -36.7% |
| YTD | -37.4% | +51.5% | -88.9% | -48.3% |
| 1Y | -54.3% | +15.1% | -69.5% | -58.9% |
| 3Y | -20.3% | -55.6% | +35.3% | -5.0% |
| 5Y | -51.2% | -82.4% | +31.2% | -24.0% |
| All | -70.0% | -81.8% | +11.8% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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