-69.3%
CPNG vs FLR
+167.4%
-236.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +1.9% | +2.8% |
| 7D | -1.1% | -3.5% | +2.4% | -0.4% |
| 30D | -7.4% | +4.2% | -11.5% | -8.3% |
| 3M | -12.3% | +8.1% | -20.4% | -14.6% |
| 6M | -19.4% | +21.5% | -41.0% | -24.1% |
| YTD | -35.9% | +36.8% | -72.7% | -41.2% |
| 1Y | -53.4% | +31.2% | -84.6% | -57.1% |
| 3Y | -20.0% | +53.9% | -73.9% | -33.6% |
| 5Y | -49.6% | +243.0% | -292.6% | -63.7% |
| All | -69.3% | +167.4% | -236.7% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling