-46.9%
CPNG vs IAG
+56.5%
-103.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +10.2% | +1.7% | +10.6% |
| 7D | +20.8% | +1.1% | +19.7% | +20.4% |
| 30D | +20.1% | -5.3% | +25.3% | +20.4% |
| 3M | +1.6% | +18.0% | -16.4% | -0.5% |
| 6M | -15.8% | +7.1% | -23.0% | -17.2% |
| YTD | -27.7% | +5.9% | -33.7% | -28.2% |
| 1Y | -46.9% | +59.4% | -106.3% | -50.3% |
| All | -46.9% | +56.5% | -103.5% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling