+143.9%
FAST vs CPNG
-75.9%
+219.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.9% |
| 7D | -0.4% | -7.4% | +7.1% | +0.2% |
| 30D | -0.8% | -4.4% | +3.7% | -0.5% |
| 3M | +5.8% | -7.5% | +13.3% | +6.0% |
| 6M | +8.0% | -19.9% | +27.9% | +9.2% |
| YTD | +25.6% | -35.2% | +60.8% | +29.0% |
| 1Y | +0.8% | -46.8% | +47.6% | +5.0% |
| 3Y | +86.1% | -20.2% | +106.3% | +85.0% |
| 5Y | +100.2% | -48.4% | +148.6% | +91.8% |
| All | +143.9% | -75.9% | +219.8% | +130.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling