-70.2%
CPNG vs IEFA
+63.2%
-133.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | +0.6% |
| 7D | -5.4% | -2.4% | -3.0% | -2.2% |
| 30D | -11.1% | -2.1% | -9.0% | -8.5% |
| 3M | -3.0% | +5.5% | -8.5% | -9.8% |
| 6M | -23.5% | +8.1% | -31.6% | -31.6% |
| YTD | -37.8% | +11.9% | -49.7% | -47.2% |
| 1Y | -54.3% | +18.1% | -72.4% | -64.2% |
| 3Y | -20.8% | +65.5% | -86.2% | -63.6% |
| 5Y | -51.1% | +50.1% | -101.1% | -75.7% |
| All | -70.2% | +63.2% | -133.4% | -84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling