+1,425.1%
FIX vs CPNG
-74.3%
+1,499.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.6% |
| 7D | -13.9% | +7.2% | -21.2% | -15.2% |
| 30D | -35.5% | +3.2% | -38.8% | -36.1% |
| 3M | -33.9% | +0.9% | -34.8% | -34.4% |
| 6M | -43.3% | -3.8% | -39.5% | -43.6% |
| YTD | +18.7% | -30.8% | +49.4% | +24.1% |
| 1Y | +13.8% | -43.5% | +57.3% | +23.2% |
| 3Y | +495.0% | +6.6% | +488.4% | +479.2% |
| 5Y | +1,049.0% | -45.3% | +1,094.4% | +1,014.3% |
| All | +1,425.1% | -74.3% | +1,499.4% | +1,364.5% |
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