+2,173.2%
FIX vs CPNG
-76.7%
+2,249.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.5% | +2.9% |
| 7D | +6.1% | -6.3% | +12.3% | +7.2% |
| 30D | -2.7% | -8.7% | +6.1% | -1.3% |
| 3M | -10.9% | -2.4% | -8.5% | -11.1% |
| 6M | +29.0% | -22.3% | +51.3% | +33.2% |
| YTD | +76.9% | -37.2% | +114.1% | +88.8% |
| 1Y | +130.7% | -53.0% | +183.7% | +158.6% |
| 3Y | +790.7% | -20.0% | +810.7% | +805.8% |
| 5Y | +2,185.6% | -52.8% | +2,238.3% | +2,156.3% |
| All | +2,173.2% | -76.7% | +2,249.9% | +2,128.8% |
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