-51.1%
CPNG vs IBN
+52.7%
-103.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.2% |
| 7D | -5.4% | -5.5% | +0.1% | -2.0% |
| 30D | -11.1% | -3.4% | -7.7% | -9.2% |
| 3M | -3.0% | +8.7% | -11.6% | -8.2% |
| 6M | -23.5% | +3.7% | -27.2% | -25.6% |
| YTD | -37.8% | -2.4% | -35.4% | -37.5% |
| 1Y | -54.3% | -8.1% | -46.2% | -52.5% |
| 3Y | -20.8% | +26.3% | -47.1% | -37.3% |
| 5Y | -51.1% | +54.9% | -106.0% | -68.6% |
| All | -51.1% | +52.7% | -103.8% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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