-46.0%
CPNG vs IP
-12.0%
-34.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | +13.4% | -5.1% | +18.4% | +14.9% |
| 30D | +10.0% | +8.5% | +1.5% | +7.6% |
| 3M | -0.4% | -13.8% | +13.5% | +3.5% |
| 6M | -8.9% | +5.7% | -14.7% | -11.2% |
| YTD | -30.9% | -9.1% | -21.8% | -30.6% |
| 1Y | -43.8% | -0.8% | -43.0% | -45.0% |
| 3Y | -2.5% | +14.8% | -17.3% | -18.4% |
| All | -46.0% | -12.0% | -34.0% | -50.5% |
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