+174.5%
FAST vs CPNG
-75.9%
+250.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +0.4% |
| 7D | +5.0% | -6.9% | +11.9% | +5.5% |
| 30D | +8.6% | +1.1% | +7.4% | +8.4% |
| 3M | +6.9% | -6.3% | +13.2% | +7.2% |
| 6M | +29.6% | -3.8% | +33.4% | +29.3% |
| YTD | +41.4% | -35.2% | +76.6% | +45.0% |
| 1Y | +38.5% | -47.0% | +85.5% | +44.3% |
| 3Y | +98.7% | -0.2% | +98.9% | +93.8% |
| 5Y | +108.0% | -42.5% | +150.5% | +99.7% |
| All | +174.5% | -75.9% | +250.4% | +158.7% |
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