-69.9%
CPNG vs IBN
+76.7%
-146.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.6% | -1.7% |
| 7D | -6.3% | -2.2% | -4.1% | -5.1% |
| 30D | -8.7% | -2.3% | -6.5% | -7.6% |
| 3M | -2.4% | +15.9% | -18.3% | -10.5% |
| 6M | -22.3% | +5.6% | -27.9% | -25.0% |
| YTD | -37.2% | -0.1% | -37.1% | -37.7% |
| 1Y | -53.0% | -6.5% | -46.4% | -51.7% |
| 3Y | -20.0% | +29.3% | -49.3% | -35.2% |
| 5Y | -52.8% | +56.6% | -109.3% | -67.1% |
| All | -69.9% | +76.7% | -146.6% | -79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling