-46.8%
CPNG vs IP
-18.9%
-27.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -1.8% |
| 7D | -7.4% | -5.3% | -2.2% | -6.5% |
| 30D | -4.4% | -10.9% | +6.4% | -2.5% |
| 3M | -7.5% | +11.2% | -18.7% | -10.3% |
| 6M | -19.9% | -10.2% | -9.7% | -21.7% |
| YTD | -35.2% | -2.0% | -33.2% | -36.2% |
| 1Y | -46.8% | -19.1% | -27.7% | -49.4% |
| All | -46.8% | -18.9% | -27.9% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling