-2.5%
CPNG vs FN
+101.0%
-103.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +11.7% | -12.5% | -2.1% |
| 7D | +13.4% | 0.0% | +13.4% | +12.9% |
| 30D | +10.0% | -34.3% | +44.3% | +14.7% |
| 3M | -0.4% | -39.9% | +39.5% | +4.3% |
| 6M | -8.9% | -51.8% | +42.9% | -2.8% |
| YTD | -30.9% | -28.1% | -2.8% | -31.4% |
| 1Y | -43.8% | -29.1% | -14.8% | -44.3% |
| 3Y | -2.5% | +102.4% | -104.9% | -28.8% |
| All | -2.5% | +101.0% | -103.5% | -28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling