-46.8%
CPNG vs FOXA
+9.1%
-55.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -1.4% |
| 7D | -7.4% | -4.0% | -3.5% | -7.4% |
| 30D | -4.4% | +12.0% | -16.4% | -4.4% |
| 3M | -7.5% | +0.3% | -7.8% | -7.6% |
| 6M | -19.9% | +12.5% | -32.4% | -20.9% |
| YTD | -35.2% | -9.6% | -25.6% | -35.3% |
| 1Y | -46.8% | +8.6% | -55.4% | -47.6% |
| All | -46.8% | +9.1% | -55.9% | -47.6% |
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