-53.4%
CPNG vs FITB
+24.3%
-77.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.5% | +3.0% |
| 7D | -1.1% | -0.3% | -0.8% | -1.1% |
| 30D | -7.4% | -5.7% | -1.7% | -6.6% |
| 3M | -12.3% | +3.2% | -15.5% | -13.5% |
| 6M | -19.4% | +23.4% | -42.9% | -24.0% |
| YTD | -35.9% | +18.8% | -54.7% | -39.2% |
| 1Y | -53.4% | +25.0% | -78.4% | -55.5% |
| All | -53.4% | +24.3% | -77.7% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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