-46.0%
CPNG vs FN
+169.4%
-215.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.3% | +6.7% | +0.7% |
| 7D | -6.8% | +0.3% | -7.0% | -7.0% |
| 30D | +5.5% | -16.5% | +22.0% | +7.8% |
| 3M | -6.8% | -42.1% | +35.4% | +1.1% |
| 6M | -4.8% | -52.9% | +48.1% | +6.0% |
| YTD | -35.6% | -28.0% | -7.6% | -36.7% |
| 1Y | -46.8% | -18.5% | -28.2% | -49.5% |
| 3Y | -0.8% | +93.9% | -94.6% | -35.0% |
| All | -46.0% | +169.4% | -215.4% | -76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling