-20.0%
CPNG vs IEFA
+65.7%
-85.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.1% |
| 7D | -1.1% | -1.6% | +0.5% | +0.5% |
| 30D | -7.4% | -1.5% | -5.9% | -5.9% |
| 3M | -12.3% | +3.4% | -15.8% | -15.3% |
| 6M | -19.4% | +9.5% | -28.9% | -26.5% |
| YTD | -35.9% | +13.0% | -48.9% | -43.4% |
| 1Y | -53.4% | +18.0% | -71.4% | -60.6% |
| 3Y | -20.0% | +65.4% | -85.4% | -52.7% |
| All | -20.0% | +65.7% | -85.7% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 3y: compounded portfolio wealth divided by compounded IEFA 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…
3y analysis · Full analysis span regression · 6 months rolling