-54.8%
CPNG vs FRMI
-78.6%
+23.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.5% |
| 7D | -5.4% | +10.9% | -16.3% | -5.9% |
| 30D | -11.1% | -24.3% | +13.2% | -10.1% |
| 3M | -3.0% | -21.8% | +18.8% | -2.6% |
| 6M | -23.5% | -33.0% | +9.5% | -22.9% |
| YTD | -37.8% | -32.6% | -5.2% | -37.7% |
| All | -54.8% | -78.6% | +23.8% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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