-69.0%
CPNG vs FN
+353.6%
-422.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.7% |
| 3M | -7.5% | -43.0% | +35.5% | +1.3% |
| 6M | -19.9% | -27.7% | +7.8% | -18.4% |
| YTD | -35.2% | -10.5% | -24.7% | -37.8% |
| 1Y | -46.8% | +12.5% | -59.3% | -52.3% |
| 3Y | -20.2% | +153.8% | -174.0% | -49.1% |
| 5Y | -48.4% | +288.0% | -336.4% | -75.3% |
| All | -69.0% | +353.6% | -422.6% | -86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling