-51.7%
CPNG vs IRE
-98.1%
+46.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -14.4% | +13.7% | 0.0% |
| 7D | -6.8% | -31.8% | +25.1% | -5.3% |
| 30D | +5.5% | -71.8% | +77.2% | +10.2% |
| 3M | -6.8% | -88.9% | +82.2% | +1.2% |
| 6M | -4.8% | -95.4% | +90.5% | +4.6% |
| YTD | -35.6% | -94.2% | +58.6% | -31.7% |
| 1Y | -46.8% | -97.1% | +50.3% | -43.5% |
| All | -51.7% | -98.1% | +46.4% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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