-46.9%
CPNG vs FTI
+57.1%
-104.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -3.4% | +15.3% | +11.5% |
| 7D | +20.8% | -9.7% | +30.5% | +19.8% |
| 30D | +20.1% | -8.2% | +28.3% | +19.2% |
| 3M | +1.6% | -7.8% | +9.4% | +0.8% |
| 6M | -15.8% | -13.4% | -2.4% | -15.4% |
| YTD | -27.7% | +45.1% | -72.8% | -33.7% |
| 1Y | -46.9% | +54.6% | -101.5% | -51.5% |
| All | -46.9% | +57.1% | -104.0% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling