-80.9%
FIG vs CPNG
-50.1%
-30.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -2.9% | -3.2% |
| 7D | -14.5% | -7.6% | -6.9% | -13.8% |
| 30D | -13.3% | -8.8% | -4.5% | -12.6% |
| 3M | +7.4% | -7.2% | +14.6% | +8.0% |
| 6M | -27.8% | -21.5% | -6.3% | -26.2% |
| YTD | -41.1% | -37.4% | -3.7% | -42.1% |
| 1Y | -58.7% | -54.3% | -4.4% | -65.2% |
| All | -80.9% | -50.1% | -30.8% | -81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling