-69.9%
CPNG vs FN
+363.5%
-433.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.3% | -3.6% |
| 7D | -6.3% | +3.5% | -9.8% | -6.9% |
| 30D | -8.7% | -26.0% | +17.2% | -4.2% |
| 3M | -2.4% | -33.3% | +30.8% | +3.2% |
| 6M | -22.3% | -14.9% | -7.4% | -23.6% |
| YTD | -37.2% | -8.6% | -28.7% | -40.1% |
| 1Y | -53.0% | +12.3% | -65.3% | -57.8% |
| 3Y | -20.0% | +174.4% | -194.4% | -50.3% |
| 5Y | -52.8% | +296.4% | -349.2% | -77.4% |
| All | -69.9% | +363.5% | -433.5% | -87.0% |
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