+161.9%
FAST vs CPNG
-74.3%
+236.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.2% |
| 7D | +2.1% | +13.4% | -11.3% | +1.1% |
| 30D | +6.9% | +10.0% | -3.1% | +6.0% |
| 3M | +4.8% | -0.4% | +5.2% | +4.7% |
| 6M | +19.8% | -8.9% | +28.7% | +20.0% |
| YTD | +34.9% | -30.9% | +65.8% | +37.7% |
| 1Y | +32.8% | -43.8% | +76.6% | +37.7% |
| 3Y | +93.7% | -2.5% | +96.2% | +89.3% |
| 5Y | +105.3% | -45.6% | +150.9% | +95.6% |
| All | +161.9% | -74.3% | +236.2% | +145.7% |
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 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