-69.9%
CPNG vs FTI
+777.9%
-847.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.7% |
| 7D | -6.3% | -0.2% | -6.1% | -6.2% |
| 30D | -8.7% | +12.3% | -21.1% | -10.9% |
| 3M | -2.4% | +13.8% | -16.2% | -5.3% |
| 6M | -22.3% | +24.3% | -46.6% | -26.3% |
| YTD | -37.2% | +75.8% | -113.0% | -44.6% |
| 1Y | -53.0% | +99.6% | -152.6% | -59.7% |
| 3Y | -20.0% | +278.4% | -298.5% | -41.6% |
| 5Y | -52.8% | +1,168.7% | -1,221.5% | -72.5% |
| All | -69.9% | +777.9% | -847.8% | -83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling