+106.8%
FAST vs CPNG
-53.2%
+159.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -0.2% |
| 7D | +1.3% | -6.3% | +7.6% | +1.9% |
| 30D | -4.7% | -8.7% | +4.0% | -4.0% |
| 3M | +7.9% | -2.4% | +10.4% | +7.7% |
| 6M | +7.4% | -22.3% | +29.8% | +9.1% |
| YTD | +25.1% | -37.2% | +62.3% | +29.4% |
| 1Y | +4.7% | -53.0% | +57.7% | +11.3% |
| 3Y | +94.7% | -20.0% | +114.7% | +92.8% |
| 5Y | +106.8% | -52.8% | +159.5% | +101.1% |
| All | +106.8% | -53.2% | +159.9% | +101.1% |
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