-69.0%
CPNG vs FN
+294.0%
-362.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.1% | -0.3% | -3.6% |
| 7D | -6.9% | +20.8% | -27.7% | -10.3% |
| 30D | +1.1% | -17.3% | +18.4% | +3.7% |
| 3M | -6.3% | -38.1% | +31.8% | +0.5% |
| 6M | -3.8% | -44.2% | +40.4% | +3.5% |
| YTD | -35.2% | -22.3% | -12.9% | -37.1% |
| 1Y | -47.0% | -20.9% | -26.0% | -49.1% |
| 3Y | -0.2% | +111.1% | -111.3% | -34.4% |
| 5Y | -42.5% | +191.8% | -234.3% | -71.2% |
| All | -69.0% | +294.0% | -362.9% | -86.3% |
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