-70.0%
CPNG vs FOXA
+66.1%
-136.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.3% |
| 7D | -7.6% | -5.4% | -2.2% | -6.1% |
| 30D | -8.8% | +1.1% | -10.0% | -9.3% |
| 3M | -7.2% | -6.1% | -1.1% | -6.3% |
| 6M | -21.5% | +8.2% | -29.8% | -25.2% |
| YTD | -37.4% | -11.8% | -25.6% | -35.7% |
| 1Y | -54.3% | +9.9% | -64.3% | -57.2% |
| 3Y | -20.3% | +110.7% | -131.0% | -44.2% |
| 5Y | -51.2% | +86.9% | -138.1% | -63.2% |
| All | -70.0% | +66.1% | -136.1% | -78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling