-69.3%
CPNG vs IAG
+543.2%
-612.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.2% | +3.0% |
| 7D | -1.1% | -1.1% | 0.0% | -1.0% |
| 30D | -7.4% | +12.1% | -19.5% | -8.6% |
| 3M | -12.3% | +25.5% | -37.9% | -14.9% |
| 6M | -19.4% | -7.1% | -12.3% | -19.6% |
| YTD | -35.9% | +22.9% | -58.8% | -38.2% |
| 1Y | -53.4% | +83.3% | -136.8% | -57.2% |
| 3Y | -20.0% | +808.5% | -828.5% | -41.8% |
| 5Y | -49.6% | +838.0% | -887.5% | -64.2% |
| All | -69.3% | +543.2% | -612.5% | -78.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling