-69.3%
CPNG vs IFF
-29.4%
-39.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.2% |
| 7D | -1.1% | -3.2% | +2.1% | 0.0% |
| 30D | -7.4% | -0.3% | -7.1% | -7.2% |
| 3M | -12.3% | +8.4% | -20.8% | -15.4% |
| 6M | -19.4% | +23.0% | -42.5% | -27.1% |
| YTD | -35.9% | +25.5% | -61.4% | -42.9% |
| 1Y | -53.4% | +29.1% | -82.5% | -59.2% |
| 3Y | -20.0% | +31.7% | -51.7% | -33.3% |
| 5Y | -49.6% | -35.2% | -14.4% | -41.9% |
| All | -69.3% | -29.4% | -39.9% | -64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling