-46.0%
CPNG vs FITB
+48.6%
-94.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.1% |
| 7D | -6.8% | +2.8% | -9.5% | -7.8% |
| 30D | +5.5% | +9.8% | -4.3% | +1.4% |
| 3M | -6.8% | -5.2% | -1.6% | -4.8% |
| 6M | -4.8% | +17.3% | -22.2% | -12.0% |
| YTD | -35.6% | +19.3% | -54.9% | -41.4% |
| 1Y | -46.8% | +32.7% | -79.5% | -54.0% |
| 3Y | -0.8% | +141.6% | -142.4% | -40.2% |
| All | -46.0% | +48.6% | -94.7% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling