+105.3%
FAST vs CPNG
-44.9%
+150.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.2% |
| 7D | +2.1% | +13.4% | -11.3% | +0.9% |
| 30D | +6.9% | +10.0% | -3.1% | +5.9% |
| 3M | +4.8% | -0.4% | +5.2% | +4.7% |
| 6M | +19.8% | -8.9% | +28.7% | +20.1% |
| YTD | +34.9% | -30.9% | +65.8% | +38.2% |
| 1Y | +32.8% | -43.8% | +76.6% | +38.7% |
| 3Y | +93.7% | -2.5% | +96.2% | +88.1% |
| All | +105.3% | -44.9% | +150.2% | +94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling