-43.6%
CPNG vs IOT
+54.1%
-97.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.2% | +3.1% |
| 7D | -1.1% | -4.5% | +3.4% | +0.2% |
| 30D | -7.4% | -2.4% | -4.9% | -7.1% |
| 3M | -12.3% | +19.0% | -31.3% | -18.2% |
| 6M | -19.4% | +19.6% | -39.1% | -25.9% |
| YTD | -35.9% | +8.3% | -44.2% | -40.0% |
| 1Y | -53.4% | -0.8% | -52.6% | -55.6% |
| 3Y | -20.0% | +24.4% | -44.4% | -37.0% |
| All | -43.6% | +54.1% | -97.8% | -69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling