-53.0%
CPNG vs IP
-17.2%
-35.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -2.0% |
| 7D | -7.4% | -5.3% | -2.2% | -6.1% |
| 30D | -4.4% | -10.9% | +6.4% | -1.6% |
| 3M | -7.5% | +11.2% | -18.7% | -10.7% |
| 6M | -19.9% | -10.2% | -9.7% | -18.9% |
| YTD | -35.2% | -2.0% | -33.2% | -36.0% |
| 1Y | -46.8% | -19.1% | -27.7% | -45.0% |
| 3Y | -20.2% | +20.9% | -41.0% | -33.1% |
| All | -53.0% | -17.2% | -35.8% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling