-51.7%
FIG vs CPNG
-45.7%
-6.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +12.0% | -6.7% | +2.4% |
| 7D | -4.7% | +20.8% | -25.5% | -8.9% |
| 30D | +0.5% | +20.1% | -19.5% | -3.6% |
| 3M | -18.4% | +1.6% | -20.0% | -19.3% |
| 6M | +10.9% | -15.8% | +26.7% | +14.7% |
| YTD | -40.8% | -27.7% | -13.1% | -36.5% |
| 1Y | -51.7% | -46.9% | -4.8% | -41.2% |
| All | -51.7% | -45.7% | -6.0% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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