-66.7%
CPNG vs IP
-12.6%
-54.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.1% |
| 7D | +11.7% | -3.0% | +14.7% | +12.5% |
| 30D | +3.8% | +10.6% | -6.8% | +1.2% |
| 3M | +1.2% | -13.6% | +14.7% | +4.6% |
| 6M | -3.3% | +10.4% | -13.7% | -6.3% |
| YTD | -30.4% | -6.5% | -23.9% | -30.5% |
| 1Y | -43.1% | -2.1% | -41.0% | -44.0% |
| 3Y | +8.2% | +22.0% | -13.8% | -7.3% |
| 5Y | -44.7% | -9.7% | -35.0% | -50.6% |
| All | -66.7% | -12.6% | -54.1% | -68.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling