-66.8%
CPNG vs IP
-13.6%
-53.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | +7.2% | 0.0% | +7.2% | +7.3% |
| 30D | +3.2% | +9.4% | -6.1% | +1.0% |
| 3M | +0.9% | -14.1% | +14.9% | +4.4% |
| 6M | -3.8% | +9.2% | -13.0% | -6.6% |
| YTD | -30.8% | -7.5% | -23.2% | -30.7% |
| 1Y | -43.5% | -2.8% | -40.7% | -44.3% |
| 3Y | +6.6% | +21.2% | -14.6% | -8.6% |
| 5Y | -45.3% | -11.5% | -33.8% | -51.1% |
| All | -66.8% | -13.6% | -53.3% | -68.7% |
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