+169.7%
FAST vs CPNG
-74.1%
+243.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +2.9% |
| 7D | +3.8% | +11.7% | -7.9% | +3.0% |
| 30D | +8.1% | +3.8% | +4.3% | +7.7% |
| 3M | +5.8% | +1.2% | +4.6% | +5.5% |
| 6M | +24.9% | -3.3% | +28.2% | +24.6% |
| YTD | +38.9% | -30.4% | +69.3% | +41.7% |
| 1Y | +36.5% | -43.1% | +79.6% | +41.4% |
| 3Y | +98.1% | +8.2% | +89.9% | +92.0% |
| 5Y | +109.3% | -44.7% | +154.0% | +99.4% |
| All | +169.7% | -74.1% | +243.8% | +152.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 10y: compounded portfolio wealth divided by compounded CPNG 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…
10y analysis · Full analysis span regression · 6 months rolling