+2,120.6%
FIX vs CPNG
-75.9%
+2,196.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.2% |
| 7D | +6.0% | -7.4% | +13.5% | +7.4% |
| 30D | -7.2% | -4.4% | -2.8% | -6.7% |
| 3M | -15.9% | -7.5% | -8.3% | -15.2% |
| 6M | +12.7% | -19.9% | +32.7% | +15.8% |
| YTD | +72.8% | -35.2% | +108.0% | +83.5% |
| 1Y | +122.9% | -46.8% | +169.7% | +144.5% |
| 3Y | +774.3% | -20.2% | +794.5% | +788.3% |
| 5Y | +2,049.5% | -48.4% | +2,097.9% | +2,014.2% |
| All | +2,120.6% | -75.9% | +2,196.6% | +2,065.7% |
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