-53.0%
CPNG vs FN
+11.2%
-64.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.3% | -3.3% |
| 7D | -6.3% | +3.5% | -9.8% | -6.5% |
| 30D | -8.7% | -26.0% | +17.2% | -6.8% |
| 3M | -2.4% | -33.3% | +30.8% | -0.2% |
| 6M | -22.3% | -14.9% | -7.4% | -23.6% |
| YTD | -37.2% | -8.6% | -28.7% | -39.5% |
| 1Y | -53.0% | +12.3% | -65.3% | -55.9% |
| All | -53.0% | +11.2% | -64.1% | -55.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling