-69.9%
CPNG vs FLR
+179.3%
-249.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -4.0% | -3.3% |
| 7D | -6.3% | +0.7% | -6.9% | -6.4% |
| 30D | -8.7% | -0.7% | -8.1% | -8.8% |
| 3M | -2.4% | +14.3% | -16.8% | -6.0% |
| 6M | -22.3% | +25.6% | -47.9% | -27.3% |
| YTD | -37.2% | +42.9% | -80.1% | -43.0% |
| 1Y | -53.0% | +38.7% | -91.7% | -57.3% |
| 3Y | -20.0% | +61.8% | -81.8% | -34.3% |
| 5Y | -52.8% | +254.1% | -306.9% | -66.3% |
| All | -69.9% | +179.3% | -249.3% | -77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling