-51.1%
CPNG vs IAG
+796.9%
-847.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.4% |
| 7D | -5.4% | -4.1% | -1.4% | -5.0% |
| 30D | -11.1% | +10.6% | -21.7% | -12.2% |
| 3M | -3.0% | +35.4% | -38.4% | -6.7% |
| 6M | -23.5% | -9.5% | -14.0% | -23.4% |
| YTD | -37.8% | +21.8% | -59.6% | -40.2% |
| 1Y | -54.3% | +84.1% | -138.5% | -58.4% |
| 3Y | -20.8% | +817.4% | -838.1% | -44.6% |
| 5Y | -51.1% | +830.1% | -881.2% | -65.6% |
| All | -51.1% | +796.9% | -847.9% | -65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling