-70.2%
CPNG vs IJR
+35.9%
-106.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | +0.2% |
| 7D | -5.4% | -2.3% | -3.1% | -3.4% |
| 30D | -11.1% | -4.7% | -6.4% | -7.1% |
| 3M | -3.0% | +2.1% | -5.1% | -5.0% |
| 6M | -23.5% | +13.9% | -37.4% | -32.0% |
| YTD | -37.8% | +18.2% | -56.0% | -46.6% |
| 1Y | -54.3% | +21.8% | -76.2% | -62.1% |
| 3Y | -20.8% | +52.2% | -73.0% | -50.6% |
| 5Y | -51.1% | +40.1% | -91.2% | -67.1% |
| All | -70.2% | +35.9% | -106.1% | -80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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