-66.7%
CPNG vs FN
+307.5%
-374.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.9% | -11.1% | -1.3% |
| 7D | +11.7% | +16.3% | -4.6% | +7.9% |
| 30D | +3.8% | -24.7% | +28.5% | +8.3% |
| 3M | +1.2% | -34.9% | +36.1% | +7.4% |
| 6M | -3.3% | -41.1% | +37.8% | +3.0% |
| YTD | -30.4% | -19.6% | -10.8% | -32.8% |
| 1Y | -43.1% | -18.5% | -24.6% | -45.7% |
| 3Y | +8.2% | +119.1% | -110.9% | -29.3% |
| 5Y | -44.7% | +206.9% | -251.7% | -72.5% |
| All | -66.7% | +307.5% | -374.1% | -85.4% |
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