-53.0%
CPNG vs FN
+289.0%
-342.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.6% | -2.0% |
| 7D | -7.4% | -1.7% | -5.8% | -7.2% |
| 30D | -4.4% | -22.0% | +17.5% | -0.8% |
| 3M | -7.5% | -43.0% | +35.5% | +1.1% |
| 6M | -19.9% | -27.7% | +7.8% | -18.5% |
| YTD | -35.2% | -10.5% | -24.7% | -37.8% |
| 1Y | -46.8% | +12.5% | -59.3% | -52.2% |
| 3Y | -20.2% | +153.8% | -174.0% | -49.2% |
| All | -53.0% | +289.0% | -342.1% | -78.1% |
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