-69.0%
CPNG vs FITB
+78.3%
-147.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -7.4% | +0.6% | -8.1% | -7.7% |
| 30D | -4.4% | -4.7% | +0.3% | -2.8% |
| 3M | -7.5% | +6.7% | -14.2% | -10.3% |
| 6M | -19.9% | +12.6% | -32.5% | -24.2% |
| YTD | -35.2% | +19.1% | -54.3% | -40.3% |
| 1Y | -46.8% | +22.6% | -69.4% | -51.8% |
| 3Y | -20.2% | +127.1% | -147.3% | -46.7% |
| 5Y | -48.4% | +71.8% | -120.2% | -58.2% |
| All | -69.0% | +78.3% | -147.3% | -75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling