-0.8%
CPNG vs FITB
+144.0%
-144.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | -6.8% | +2.8% | -9.5% | -7.4% |
| 30D | +5.5% | +9.8% | -4.3% | +3.0% |
| 3M | -6.8% | -5.2% | -1.6% | -5.6% |
| 6M | -4.8% | +17.3% | -22.2% | -9.4% |
| YTD | -35.6% | +19.3% | -54.9% | -39.4% |
| 1Y | -46.8% | +32.7% | -79.5% | -51.5% |
| 3Y | -0.8% | +141.6% | -142.4% | -27.4% |
| All | -0.8% | +144.0% | -144.8% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling