-20.0%
CPNG vs FOXA
+117.6%
-137.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +1.9% | +2.9% |
| 7D | -1.1% | +0.8% | -1.9% | -1.2% |
| 30D | -7.4% | +5.0% | -12.4% | -8.1% |
| 3M | -12.3% | -3.0% | -9.3% | -12.1% |
| 6M | -19.4% | +14.8% | -34.2% | -22.7% |
| YTD | -35.9% | -8.9% | -27.0% | -34.8% |
| 1Y | -53.4% | +13.3% | -66.7% | -55.5% |
| 3Y | -20.0% | +115.4% | -135.4% | -33.5% |
| All | -20.0% | +117.6% | -137.6% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling