-50.5%
CPNG vs FLR
+238.1%
-288.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +1.9% | +2.8% |
| 7D | -1.1% | -3.5% | +2.4% | -0.3% |
| 30D | -7.4% | +4.2% | -11.5% | -8.4% |
| 3M | -12.3% | +8.1% | -20.4% | -14.9% |
| 6M | -19.4% | +21.5% | -41.0% | -24.5% |
| YTD | -35.9% | +36.8% | -72.7% | -41.8% |
| 1Y | -53.4% | +31.2% | -84.6% | -57.5% |
| 3Y | -20.0% | +53.9% | -73.9% | -35.9% |
| All | -50.5% | +238.1% | -288.6% | -67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling