-46.9%
CPNG vs FOXA
+11.1%
-58.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.8% | +8.1% | +11.7% |
| 7D | +20.8% | +9.9% | +11.0% | +20.2% |
| 30D | +20.1% | +10.0% | +10.1% | +19.5% |
| 3M | +1.6% | +18.4% | -16.8% | +1.5% |
| 6M | -15.8% | +12.2% | -28.0% | -16.6% |
| YTD | -27.7% | -3.8% | -23.9% | -30.5% |
| 1Y | -46.9% | +8.9% | -55.9% | -45.1% |
| All | -46.9% | +11.1% | -58.0% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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