+1,303.1%
FIX vs CPNG
-74.3%
+1,377.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.2% | +5.6% |
| 7D | -17.5% | +13.4% | -30.8% | -19.5% |
| 30D | -41.6% | +10.0% | -51.6% | -42.7% |
| 3M | -40.6% | -0.4% | -40.2% | -40.9% |
| 6M | -49.4% | -8.9% | -40.4% | -49.1% |
| YTD | +9.2% | -30.9% | +40.1% | +14.2% |
| 1Y | +6.5% | -43.8% | +50.3% | +15.4% |
| 3Y | +448.7% | -2.5% | +451.2% | +440.0% |
| 5Y | +948.7% | -45.6% | +994.3% | +917.3% |
| All | +1,303.1% | -74.3% | +1,377.5% | +1,247.8% |
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 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