-69.3%
CPNG vs IJH
+54.5%
-123.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +2.2% |
| 7D | -1.1% | -1.9% | +0.7% | +0.9% |
| 30D | -7.4% | -4.6% | -2.7% | -2.5% |
| 3M | -12.3% | -1.2% | -11.2% | -11.7% |
| 6M | -19.4% | +9.4% | -28.9% | -27.2% |
| YTD | -35.9% | +13.3% | -49.2% | -44.3% |
| 1Y | -53.4% | +13.4% | -66.8% | -59.7% |
| 3Y | -20.0% | +50.4% | -70.4% | -52.9% |
| 5Y | -49.6% | +49.0% | -98.5% | -70.2% |
| All | -69.3% | +54.5% | -123.8% | -81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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