-69.2%
CPNG vs FLUT
-62.4%
-6.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.4% |
| 7D | -6.8% | -0.7% | -6.1% | -6.6% |
| 30D | +5.5% | +9.3% | -3.8% | +2.5% |
| 3M | -6.8% | -17.5% | +10.7% | -2.3% |
| 6M | -4.8% | -14.6% | +9.8% | -2.1% |
| YTD | -35.6% | -62.3% | +26.7% | -17.2% |
| 1Y | -46.8% | -59.6% | +12.9% | -32.9% |
| 3Y | -0.8% | -45.3% | +44.5% | +8.4% |
| 5Y | -42.9% | -50.4% | +7.6% | -43.2% |
| All | -69.2% | -62.4% | -6.7% | -68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling