-66.8%
CPNG vs FN
+288.1%
-354.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.2% | +0.3% |
| 7D | +7.2% | -4.1% | +11.3% | +7.4% |
| 30D | +3.2% | -28.3% | +31.6% | +8.7% |
| 3M | +0.9% | -33.9% | +34.7% | +6.7% |
| 6M | -3.8% | -43.9% | +40.1% | +3.3% |
| YTD | -30.8% | -23.4% | -7.3% | -32.6% |
| 1Y | -43.5% | -25.4% | -18.1% | -45.0% |
| 3Y | +6.6% | +107.9% | -101.3% | -29.7% |
| 5Y | -45.3% | +195.1% | -240.4% | -72.7% |
| All | -66.8% | +288.1% | -354.9% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling