-46.9%
CPNG vs IEF
-1.9%
-45.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.5% | +11.4% | +10.9% |
| 7D | +20.8% | +0.9% | +19.9% | +18.8% |
| 30D | +20.1% | +3.1% | +17.0% | +13.2% |
| 3M | +1.6% | -1.4% | +3.0% | +4.2% |
| 6M | -15.8% | -1.6% | -14.3% | -13.6% |
| YTD | -27.7% | -2.1% | -25.6% | -25.0% |
| 1Y | -46.9% | -2.0% | -44.9% | -45.2% |
| All | -46.9% | -1.9% | -45.0% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 1y: compounded portfolio wealth divided by compounded IEF 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…
1y analysis · Full analysis span regression · 6 months rolling