-51.1%
CPNG vs FND
-62.8%
+11.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | 0.0% |
| 7D | -5.4% | -5.1% | -0.3% | -3.4% |
| 30D | -11.1% | -22.5% | +11.4% | -1.5% |
| 3M | -3.0% | -5.0% | +2.0% | -2.6% |
| 6M | -23.5% | -21.5% | -2.0% | -17.7% |
| YTD | -37.8% | -23.0% | -14.8% | -33.2% |
| 1Y | -54.3% | -44.9% | -9.4% | -43.7% |
| 3Y | -20.8% | -50.0% | +29.2% | -8.0% |
| 5Y | -51.1% | -63.3% | +12.3% | -40.9% |
| All | -51.1% | -62.8% | +11.7% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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