-48.4%
CPNG vs FRSH
-72.6%
+24.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -5.4% | -11.2% | +5.7% | -1.3% |
| 30D | -11.1% | -0.8% | -10.3% | -11.2% |
| 3M | -3.0% | +26.4% | -29.4% | -12.3% |
| 6M | -23.5% | +48.4% | -71.9% | -35.6% |
| YTD | -37.8% | -3.1% | -34.7% | -39.2% |
| 1Y | -54.3% | -8.7% | -45.6% | -54.5% |
| 3Y | -20.8% | -45.8% | +25.0% | -9.1% |
| All | -48.4% | -72.6% | +24.1% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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