-69.3%
CPNG vs IBKR
+379.2%
-448.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.9% | +2.1% |
| 7D | -1.1% | -1.3% | +0.2% | -0.5% |
| 30D | -7.4% | -0.2% | -7.1% | -7.7% |
| 3M | -12.3% | +3.0% | -15.3% | -14.5% |
| 6M | -19.4% | +33.9% | -53.3% | -31.0% |
| YTD | -35.9% | +42.5% | -78.4% | -46.9% |
| 1Y | -53.4% | +44.9% | -98.3% | -62.0% |
| 3Y | -20.0% | +293.0% | -313.0% | -66.5% |
| 5Y | -49.6% | +497.7% | -547.2% | -85.8% |
| All | -69.3% | +379.2% | -448.5% | -90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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