-70.0%
CPNG vs IEF
-6.5%
-63.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.1% |
| 7D | -7.6% | -0.3% | -7.3% | -7.4% |
| 30D | -8.8% | -0.6% | -8.3% | -8.4% |
| 3M | -7.2% | -1.0% | -6.2% | -6.5% |
| 6M | -21.5% | -3.1% | -18.5% | -19.8% |
| YTD | -37.4% | -1.9% | -35.6% | -36.5% |
| 1Y | -54.3% | -1.4% | -53.0% | -53.9% |
| 3Y | -20.3% | +9.8% | -30.1% | -25.2% |
| 5Y | -51.2% | -8.8% | -42.4% | -58.6% |
| All | -70.0% | -6.5% | -63.5% | -75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling