-21.9%
CPNG vs FLUT
-42.9%
+21.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.0% | -0.1% |
| 7D | -7.6% | -2.6% | -5.0% | -7.1% |
| 30D | -8.8% | +5.4% | -14.2% | -9.8% |
| 3M | -7.2% | -10.8% | +3.5% | -5.8% |
| 6M | -21.5% | -9.2% | -12.3% | -20.8% |
| YTD | -37.4% | -53.8% | +16.4% | -29.1% |
| 1Y | -54.3% | -66.0% | +11.6% | -45.7% |
| All | -21.9% | -42.9% | +21.0% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 3y: compounded portfolio wealth divided by compounded FLUT 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…
3y analysis · Full analysis span regression · 6 months rolling