-46.9%
CPNG vs IFF
+44.8%
-91.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -4.9% | +16.8% | +11.6% |
| 7D | +20.8% | -3.3% | +24.1% | +20.5% |
| 30D | +20.1% | +5.3% | +14.8% | +19.8% |
| 3M | +1.6% | +8.9% | -7.3% | +1.5% |
| 6M | -15.8% | +26.3% | -42.2% | -14.3% |
| YTD | -27.7% | +32.2% | -59.9% | -27.2% |
| 1Y | -46.9% | +45.8% | -92.7% | -46.2% |
| All | -46.9% | +44.8% | -91.8% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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