-69.0%
CPNG vs FLUT
-53.7%
-15.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.8% |
| 7D | -7.4% | -1.6% | -5.8% | -7.0% |
| 30D | -4.4% | +7.7% | -12.2% | -6.6% |
| 3M | -7.5% | -0.7% | -6.8% | -8.1% |
| 6M | -19.9% | -11.2% | -8.8% | -18.2% |
| YTD | -35.2% | -53.4% | +18.3% | -21.0% |
| 1Y | -46.8% | -65.8% | +19.0% | -29.7% |
| 3Y | -20.2% | -44.9% | +24.8% | -12.0% |
| 5Y | -48.4% | -49.7% | +1.3% | -49.9% |
| All | -69.0% | -53.7% | -15.3% | -69.6% |
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