-69.9%
CPNG vs IAG
+538.4%
-608.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.9% |
| 7D | -6.3% | +4.3% | -10.5% | -6.7% |
| 30D | -8.7% | +9.8% | -18.5% | -9.8% |
| 3M | -2.4% | +28.9% | -31.3% | -5.5% |
| 6M | -22.3% | -7.6% | -14.8% | -22.4% |
| YTD | -37.2% | +22.0% | -59.2% | -39.4% |
| 1Y | -53.0% | +99.5% | -152.5% | -57.3% |
| 3Y | -20.0% | +818.3% | -838.3% | -41.9% |
| 5Y | -52.8% | +785.9% | -838.7% | -66.5% |
| All | -69.9% | +538.4% | -608.3% | -78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling