-69.0%
CPNG vs FTV
+11.3%
-80.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.9% |
| 7D | -7.4% | -4.5% | -3.0% | -5.0% |
| 30D | -4.4% | -7.1% | +2.6% | -0.5% |
| 3M | -7.5% | -7.2% | -0.3% | -4.2% |
| 6M | -19.9% | -1.5% | -18.4% | -20.3% |
| YTD | -35.2% | +3.5% | -38.7% | -38.1% |
| 1Y | -46.8% | +20.3% | -67.1% | -54.2% |
| 3Y | -20.2% | -3.1% | -17.0% | -22.8% |
| 5Y | -48.4% | +2.3% | -50.8% | -60.3% |
| All | -69.0% | +11.3% | -80.2% | -75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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