-20.0%
CPNG vs IOT
+23.8%
-43.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.2% | +3.1% |
| 7D | -1.1% | -4.5% | +3.4% | -0.3% |
| 30D | -7.4% | -2.4% | -4.9% | -7.2% |
| 3M | -12.3% | +19.0% | -31.3% | -15.9% |
| 6M | -19.4% | +19.6% | -39.1% | -23.3% |
| YTD | -35.9% | +8.3% | -44.2% | -38.4% |
| 1Y | -53.4% | -0.8% | -52.6% | -54.7% |
| 3Y | -20.0% | +24.4% | -44.4% | -30.7% |
| All | -20.0% | +23.8% | -43.8% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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