-20.0%
CPNG vs IFF
+29.0%
-49.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.2% |
| 7D | -1.1% | -3.2% | +2.1% | -0.6% |
| 30D | -7.4% | -0.3% | -7.1% | -7.3% |
| 3M | -12.3% | +8.4% | -20.8% | -13.8% |
| 6M | -19.4% | +23.0% | -42.5% | -23.1% |
| YTD | -35.9% | +25.5% | -61.4% | -39.4% |
| 1Y | -53.4% | +29.1% | -82.5% | -56.4% |
| 3Y | -20.0% | +31.7% | -51.7% | -22.8% |
| All | -20.0% | +29.0% | -49.0% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling