-22.4%
CPNG vs FTI
+264.2%
-286.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.2% |
| 7D | -5.4% | -5.6% | +0.2% | -4.6% |
| 30D | -11.1% | +0.4% | -11.5% | -11.2% |
| 3M | -3.0% | +8.1% | -11.1% | -4.5% |
| 6M | -23.5% | +16.7% | -40.2% | -26.1% |
| YTD | -37.8% | +70.0% | -107.8% | -44.2% |
| 1Y | -54.3% | +85.4% | -139.8% | -59.9% |
| All | -22.4% | +264.2% | -286.6% | -42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling